-8.7%
TOST vs EXR
+25.0%
-33.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -4.7% | -1.2% | -3.5% | -4.4% |
| 30D | +8.5% | +18.3% | -9.8% | +4.7% |
| 3M | -1.6% | +9.1% | -10.6% | -4.2% |
| 6M | +44.1% | +11.7% | +32.4% | +40.3% |
| YTD | -5.6% | +25.7% | -31.3% | -13.7% |
| All | -8.7% | +25.0% | -33.7% | -16.8% |
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