-11.1%
TOST vs UMC
+125.7%
-136.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.9% | -8.1% | -1.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.5% |
| 30D | +8.9% | -28.7% | +37.6% | +8.7% |
| 3M | -2.2% | -15.1% | +12.9% | -2.5% |
| 6M | +41.0% | +5.0% | +36.0% | +38.0% |
| YTD | -4.0% | +108.2% | -112.2% | -14.0% |
| All | -11.1% | +125.7% | -136.8% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling