-44.5%
TOST vs XME
+137.4%
-181.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.7% | -3.3% |
| 7D | +9.4% | -4.5% | +13.9% | +12.1% |
| 30D | +13.5% | -10.9% | +24.4% | +20.8% |
| 3M | -0.1% | -15.3% | +15.1% | +8.4% |
| 6M | +22.5% | -24.6% | +47.1% | +40.4% |
| YTD | -2.4% | -9.6% | +7.3% | -4.5% |
| 1Y | -4.7% | +2.9% | -7.6% | -15.7% |
| 3Y | +103.2% | +86.9% | +16.3% | +6.2% |
| 5Y | -41.2% | +115.2% | -156.4% | -75.2% |
| All | -44.5% | +137.4% | -181.9% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling