-4.7%
TOST vs URA
-31.4%
+26.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.6% |
| 7D | +9.4% | -4.1% | +13.6% | +9.7% |
| 30D | +13.5% | -19.0% | +32.5% | +14.8% |
| 3M | -0.1% | -25.1% | +25.0% | +1.4% |
| 6M | +22.5% | -44.5% | +67.0% | +27.2% |
| YTD | -2.4% | -24.3% | +21.9% | -3.0% |
| 1Y | -4.7% | -28.1% | +23.4% | -4.4% |
| All | -4.7% | -31.4% | +26.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling