+72.1%
TOST vs UMAC
+197.5%
-125.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -1.8% |
| 7D | +9.4% | -23.4% | +32.8% | +10.3% |
| 30D | +13.5% | -45.6% | +59.1% | +15.8% |
| 3M | -0.1% | -50.9% | +50.7% | +1.9% |
| 6M | +22.5% | -16.5% | +39.0% | +20.6% |
| YTD | -2.4% | -6.6% | +4.2% | -5.4% |
| 1Y | -4.7% | +10.7% | -15.4% | -8.7% |
| All | +72.1% | +197.5% | -125.4% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling