-8.9%
TOST vs EXR
+27.0%
-35.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.0% | +2.7% | +1.4% | +3.4% |
| 30D | +11.1% | +18.9% | -7.9% | +7.1% |
| 3M | +0.8% | +8.4% | -7.5% | -2.0% |
| 6M | +38.8% | +14.3% | +24.5% | +34.7% |
| YTD | -2.1% | +27.2% | -29.3% | -9.9% |
| All | -8.9% | +27.0% | -35.9% | -17.3% |
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