+22.5%
TOST vs UMC
-7.8%
+30.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.3% |
| 7D | +9.4% | -17.0% | +26.4% | +9.0% |
| 30D | +13.5% | -40.6% | +54.1% | +12.3% |
| 3M | -0.1% | -27.9% | +27.7% | -1.0% |
| 6M | +22.5% | -7.5% | +29.9% | +7.6% |
| All | +22.5% | -7.8% | +30.3% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling