-44.5%
TOST vs EXR
+8.1%
-52.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | +5.2% | +4.2% | +6.2% |
| 30D | +13.5% | +20.9% | -7.4% | +1.3% |
| 3M | -0.1% | +7.7% | -7.8% | -4.5% |
| 6M | +22.5% | +13.2% | +9.3% | +13.1% |
| YTD | -2.4% | +26.5% | -28.8% | -17.2% |
| 1Y | -4.7% | +27.2% | -31.9% | -19.6% |
| 3Y | +103.2% | +71.5% | +31.7% | +28.9% |
| 5Y | -41.2% | +0.4% | -41.6% | -43.2% |
| All | -44.5% | +8.1% | -52.6% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling