-12.6%
TOST vs UMAC
+6.6%
-19.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.6% |
| 7D | -4.7% | +10.1% | -14.8% | -4.8% |
| 30D | +8.5% | -39.1% | +47.7% | +9.3% |
| 3M | -1.6% | -56.2% | +54.6% | -0.4% |
| 6M | +44.1% | -16.2% | +60.3% | +41.4% |
| YTD | -5.6% | -7.1% | +1.5% | -10.4% |
| 1Y | -12.6% | +10.3% | -22.8% | -19.0% |
| All | -12.6% | +6.6% | -19.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling