+146.9%
TOST vs UL
+34.1%
+112.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.6% | -1.7% | -1.9% | -3.2% |
| 30D | +8.9% | +4.5% | +4.4% | +7.7% |
| 3M | -2.2% | +5.5% | -7.7% | -3.4% |
| 6M | +41.0% | +17.0% | +24.0% | +37.0% |
| YTD | -4.0% | +3.2% | -7.2% | -6.2% |
| 1Y | -9.6% | -1.9% | -7.7% | -10.8% |
| All | +146.9% | +34.1% | +112.8% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling