-30.4%
TOST vs XME
+112.8%
-143.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.5% |
| 7D | -4.7% | +5.3% | -10.0% | -7.7% |
| 30D | +8.5% | -8.2% | +16.7% | +13.4% |
| 3M | -1.6% | -18.4% | +16.8% | +9.5% |
| 6M | +44.1% | -22.8% | +66.9% | +63.3% |
| YTD | -5.6% | -7.9% | +2.3% | -8.9% |
| 1Y | -12.6% | -0.9% | -11.7% | -20.5% |
| 3Y | +137.6% | +96.0% | +41.6% | +17.8% |
| 5Y | -30.4% | +110.3% | -140.7% | -71.1% |
| All | -30.4% | +112.8% | -143.1% | -71.1% |
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