-40.6%
TOST vs XME
+110.8%
-151.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.7% | -3.4% |
| 7D | +9.4% | -4.5% | +13.9% | +12.2% |
| 30D | +13.5% | -10.9% | +24.4% | +20.9% |
| 3M | -0.1% | -15.3% | +15.1% | +8.5% |
| 6M | +22.5% | -24.6% | +47.1% | +40.6% |
| YTD | -2.4% | -9.6% | +7.3% | -4.6% |
| 1Y | -4.7% | +2.9% | -7.6% | -16.0% |
| 3Y | +103.2% | +86.9% | +16.3% | +4.3% |
| All | -40.6% | +110.8% | -151.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling