-44.4%
TOST vs EXPE
+70.6%
-114.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | -13.3% | +17.4% | +10.8% |
| 30D | +11.1% | -5.5% | +16.5% | +13.0% |
| 3M | +0.8% | -16.5% | +17.3% | +8.6% |
| 6M | +38.8% | +13.1% | +25.7% | +26.9% |
| YTD | -2.1% | -8.0% | +5.9% | -1.4% |
| 1Y | -6.0% | +1.1% | -7.1% | -10.2% |
| 3Y | +149.8% | +131.2% | +18.6% | +35.9% |
| 5Y | -42.8% | +39.8% | -82.5% | -62.6% |
| All | -44.4% | +70.6% | -114.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling