-44.8%
TOST vs URA
+60.8%
-105.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | +0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.5% |
| 30D | +10.3% | -14.8% | +25.0% | +17.1% |
| 3M | -3.3% | -25.3% | +22.0% | +7.5% |
| 6M | +37.8% | -39.9% | +77.7% | +65.9% |
| YTD | -2.8% | -22.4% | +19.6% | -1.1% |
| 1Y | -9.6% | -29.0% | +19.4% | -4.4% |
| 3Y | +144.6% | +41.0% | +103.7% | +55.0% |
| 5Y | -31.0% | +38.3% | -69.3% | -61.0% |
| All | -44.8% | +60.8% | -105.5% | -69.8% |
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