+151.1%
TOST vs UMC
+131.8%
+19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +3.7% |
| 7D | 0.0% | +11.2% | -11.2% | -1.2% |
| 30D | +16.2% | -28.0% | +44.2% | +20.2% |
| 3M | -1.5% | -20.5% | +19.0% | 0.0% |
| 6M | +55.3% | -1.6% | +56.9% | +46.9% |
| YTD | -2.3% | +99.4% | -101.7% | -26.0% |
| 1Y | -5.5% | +120.4% | -125.9% | -31.2% |
| 3Y | +151.1% | +134.2% | +16.9% | +61.5% |
| All | +151.1% | +131.8% | +19.4% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling