-45.7%
TOST vs EXPE
+96.2%
-141.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.9% |
| 7D | -3.4% | -9.5% | +6.1% | +1.8% |
| 30D | -2.4% | -6.6% | +4.2% | +0.8% |
| 3M | +34.6% | +31.4% | +3.2% | +15.8% |
| 6M | +15.2% | +35.2% | -20.0% | -2.5% |
| YTD | -4.4% | +5.8% | -10.2% | -8.9% |
| 1Y | -17.4% | +38.7% | -56.1% | -32.9% |
| 3Y | +54.5% | +175.8% | -121.3% | -23.1% |
| All | -45.7% | +96.2% | -141.8% | -66.0% |
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