+65.2%
TOST vs UMAC
+549.5%
-484.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.3% | -11.3% | -2.3% |
| 7D | -0.9% | +14.7% | -15.6% | -1.4% |
| 30D | -3.5% | -0.5% | -3.0% | -3.7% |
| 3M | +38.1% | +0.5% | +37.6% | +37.1% |
| 6M | +9.9% | +57.9% | -48.0% | +5.5% |
| YTD | -6.3% | +103.9% | -110.2% | -11.5% |
| 1Y | -18.3% | +159.3% | -177.6% | -24.2% |
| All | +65.2% | +549.5% | -484.3% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling