-46.4%
TOST vs UMC
+78.3%
-124.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | -4.7% | +17.8% | -22.5% | -10.1% |
| 30D | +8.5% | -29.6% | +38.1% | +21.1% |
| 3M | -1.6% | -18.4% | +16.8% | +2.3% |
| 6M | +44.1% | -0.1% | +44.3% | +26.8% |
| YTD | -5.6% | +104.0% | -109.6% | -47.7% |
| 1Y | -12.6% | +121.5% | -134.1% | -54.2% |
| 3Y | +137.6% | +135.0% | +2.5% | +11.2% |
| 5Y | -30.4% | +83.0% | -113.4% | -62.8% |
| All | -46.4% | +78.3% | -124.7% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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