-40.4%
TOST vs EXR
-1.5%
-38.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +11.6% | +6.8% | +4.8% | +7.4% |
| 30D | +16.2% | +19.6% | -3.4% | +4.5% |
| 3M | +1.0% | +8.0% | -6.9% | -3.5% |
| 6M | +23.2% | +17.2% | +6.0% | +11.4% |
| YTD | -1.0% | +27.2% | -28.2% | -16.1% |
| 1Y | -9.9% | +26.1% | -36.0% | -23.3% |
| 3Y | +101.0% | +70.7% | +30.3% | +29.1% |
| 5Y | -40.4% | +1.0% | -41.4% | -44.6% |
| All | -40.4% | -1.5% | -38.9% | -44.6% |
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