-46.7%
TOST vs UMC
+146.8%
-193.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -3.9% |
| 7D | -0.9% | +6.6% | -7.5% | -3.4% |
| 30D | -3.5% | +16.6% | -20.0% | -9.4% |
| 3M | +38.1% | +11.0% | +27.1% | +24.6% |
| 6M | +9.9% | +131.3% | -121.4% | -33.7% |
| YTD | -6.3% | +182.5% | -188.7% | -52.6% |
| 1Y | -18.3% | +222.3% | -240.6% | -62.3% |
| 3Y | +59.7% | +253.0% | -193.3% | -35.7% |
| All | -46.7% | +146.8% | -193.6% | -74.6% |
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