-30.4%
TOST vs EXR
-2.2%
-28.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.0% |
| 30D | +8.5% | +18.3% | -9.8% | -1.8% |
| 3M | -1.6% | +9.1% | -10.6% | -6.5% |
| 6M | +44.1% | +11.7% | +32.4% | +34.3% |
| YTD | -5.6% | +25.7% | -31.3% | -19.4% |
| 1Y | -12.6% | +24.9% | -37.5% | -25.1% |
| 3Y | +137.6% | +51.4% | +86.1% | +69.5% |
| 5Y | -30.4% | -1.9% | -28.4% | -32.6% |
| All | -30.4% | -2.2% | -28.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling