-29.2%
TOST vs UL
+31.2%
-60.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.6% | -1.7% | -1.9% | -2.9% |
| 30D | +8.9% | +4.5% | +4.4% | +6.8% |
| 3M | -2.2% | +5.5% | -7.7% | -4.3% |
| 6M | +41.0% | +17.0% | +24.0% | +32.0% |
| YTD | -4.0% | +3.2% | -7.2% | -6.4% |
| 1Y | -9.6% | -1.9% | -7.7% | -9.9% |
| 3Y | +141.7% | +33.6% | +108.1% | +98.2% |
| All | -29.2% | +31.2% | -60.3% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling