-44.4%
TOST vs UMC
+68.4%
-112.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -2.3% |
| 7D | +4.0% | -9.2% | +13.2% | +6.6% |
| 30D | +11.1% | -35.1% | +46.2% | +27.6% |
| 3M | +0.8% | -20.5% | +21.3% | +5.7% |
| 6M | +38.8% | -1.7% | +40.5% | +22.1% |
| YTD | -2.1% | +92.8% | -94.9% | -44.7% |
| 1Y | -6.0% | +104.5% | -110.5% | -49.0% |
| 3Y | +149.8% | +129.8% | +19.9% | +16.0% |
| 5Y | -42.8% | +74.0% | -116.8% | -68.8% |
| All | -44.4% | +68.4% | -112.8% | -70.4% |
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