+103.2%
TOST vs UL
+35.9%
+67.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | +9.4% | +1.1% | +8.3% | +9.1% |
| 30D | +13.5% | +8.2% | +5.3% | +11.4% |
| 3M | -0.1% | +4.5% | -4.7% | -1.1% |
| 6M | +22.5% | +12.6% | +9.9% | +19.8% |
| YTD | -2.4% | +3.5% | -5.9% | -4.7% |
| 1Y | -4.7% | -0.4% | -4.3% | -6.3% |
| 3Y | +103.2% | +36.0% | +67.2% | +83.2% |
| All | +103.2% | +35.9% | +67.3% | +83.2% |
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