+103.2%
TOST vs UMC
+107.6%
-4.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.8% |
| 7D | +9.4% | -17.0% | +26.4% | +11.6% |
| 30D | +13.5% | -40.6% | +54.1% | +20.5% |
| 3M | -0.1% | -27.9% | +27.7% | +2.7% |
| 6M | +22.5% | -7.5% | +29.9% | +15.7% |
| YTD | -2.4% | +79.3% | -81.7% | -26.1% |
| 1Y | -4.7% | +92.8% | -97.5% | -30.0% |
| 3Y | +103.2% | +108.2% | -4.9% | +27.6% |
| All | +103.2% | +107.6% | -4.4% | +27.6% |
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 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