-44.4%
TOST vs XME
+150.4%
-194.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -2.9% |
| 7D | +4.0% | +0.9% | +3.1% | +3.1% |
| 30D | +11.1% | -7.3% | +18.4% | +15.4% |
| 3M | +0.8% | -14.8% | +15.6% | +9.3% |
| 6M | +38.8% | -18.4% | +57.2% | +51.6% |
| YTD | -2.1% | -4.7% | +2.6% | -7.2% |
| 1Y | -6.0% | +5.7% | -11.7% | -17.8% |
| 3Y | +149.8% | +104.0% | +45.8% | +22.8% |
| 5Y | -42.8% | +122.4% | -165.2% | -76.5% |
| All | -44.4% | +150.4% | -194.8% | -78.2% |
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