-40.6%
TOST vs EXR
-0.3%
-40.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | +5.2% | +4.2% | +6.3% |
| 30D | +13.5% | +20.9% | -7.4% | +1.4% |
| 3M | -0.1% | +7.7% | -7.8% | -4.5% |
| 6M | +22.5% | +13.2% | +9.3% | +13.2% |
| YTD | -2.4% | +26.5% | -28.8% | -17.0% |
| 1Y | -4.7% | +27.2% | -31.9% | -19.4% |
| 3Y | +103.2% | +71.5% | +31.7% | +29.7% |
| All | -40.6% | -0.3% | -40.2% | -44.2% |
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