-44.5%
TOST vs URA
+54.4%
-98.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | 0.0% | -1.5% | +1.6% | +0.5% |
| 30D | +16.2% | -10.4% | +26.6% | +20.7% |
| 3M | -1.5% | -29.6% | +28.1% | +12.2% |
| 6M | +55.3% | -40.3% | +95.6% | +87.1% |
| YTD | -2.3% | -25.5% | +23.1% | +1.0% |
| 1Y | -5.5% | -26.4% | +20.9% | -2.5% |
| 3Y | +151.1% | +31.4% | +119.7% | +65.2% |
| 5Y | -27.9% | +28.6% | -56.5% | -58.2% |
| All | -44.5% | +54.4% | -98.9% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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