-44.5%
TOST vs UL
+27.2%
-71.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | +9.4% | +1.1% | +8.3% | +8.9% |
| 30D | +13.5% | +8.2% | +5.3% | +9.6% |
| 3M | -0.1% | +4.5% | -4.7% | -2.0% |
| 6M | +22.5% | +12.6% | +9.9% | +16.4% |
| YTD | -2.4% | +3.5% | -5.9% | -5.0% |
| 1Y | -4.7% | -0.4% | -4.3% | -5.6% |
| 3Y | +103.2% | +36.0% | +67.2% | +64.1% |
| 5Y | -41.2% | +30.9% | -72.2% | -54.9% |
| All | -44.5% | +27.2% | -71.7% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling