-12.6%
TOST vs UL
-0.9%
-11.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -4.7% | -2.5% | -2.2% | -3.8% |
| 30D | +8.5% | +5.7% | +2.8% | +6.6% |
| 3M | -1.6% | +7.0% | -8.6% | -3.5% |
| 6M | +44.1% | +16.1% | +28.0% | +39.8% |
| YTD | -5.6% | +3.6% | -9.2% | -12.9% |
| 1Y | -12.6% | -1.4% | -11.2% | -17.1% |
| All | -12.6% | -0.9% | -11.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling