-45.4%
TOST vs EXR
+8.1%
-53.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.6% | -1.1% | -2.5% | -2.9% |
| 30D | +8.9% | +18.8% | -9.9% | -1.8% |
| 3M | -2.2% | +9.9% | -12.2% | -7.6% |
| 6M | +41.0% | +12.6% | +28.3% | +30.6% |
| YTD | -4.0% | +26.5% | -30.5% | -18.6% |
| 1Y | -9.6% | +24.5% | -34.1% | -22.6% |
| 3Y | +141.7% | +52.4% | +89.3% | +70.9% |
| 5Y | -29.5% | -1.5% | -28.0% | -30.5% |
| All | -45.4% | +8.1% | -53.6% | -50.0% |
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