-17.4%
TOST vs EXR
+1.1%
-18.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -3.4% | -2.6% | -0.9% | -2.8% |
| 30D | -2.4% | -7.2% | +4.7% | -0.7% |
| 3M | +34.6% | -3.5% | +38.1% | +35.7% |
| 6M | +15.2% | -5.3% | +20.5% | +16.5% |
| YTD | -4.4% | +9.4% | -13.7% | -11.3% |
| 1Y | -17.4% | +1.3% | -18.7% | -19.1% |
| All | -17.4% | +1.1% | -18.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling