-45.4%
TOST vs XME
+147.0%
-192.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -3.6% | +1.5% | -5.1% | -4.7% |
| 30D | +8.9% | -7.3% | +16.1% | +13.1% |
| 3M | -2.2% | -17.4% | +15.2% | +8.0% |
| 6M | +41.0% | -21.8% | +62.8% | +58.5% |
| YTD | -4.0% | -6.0% | +2.0% | -8.3% |
| 1Y | -9.6% | +3.8% | -13.4% | -20.1% |
| 3Y | +141.7% | +100.0% | +41.6% | +20.3% |
| 5Y | -29.5% | +116.1% | -145.6% | -70.9% |
| All | -45.4% | +147.0% | -192.4% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling