+19.4%
TOST vs XE
-65.4%
+84.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +15.9% | -17.3% | -1.2% |
| 7D | +9.4% | -4.6% | +14.0% | +9.5% |
| 30D | +13.5% | -27.5% | +41.0% | +13.6% |
| 3M | -0.1% | -49.9% | +49.8% | -0.3% |
| 6M | +22.5% | -67.2% | +89.7% | +16.2% |
| All | +19.4% | -65.4% | +84.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 all: compounded portfolio wealth divided by compounded XE 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…
all analysis · Full analysis span regression · 6 months rolling