+103.2%
TOST vs URA
+36.0%
+67.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.3% |
| 7D | +9.4% | -4.1% | +13.6% | +10.3% |
| 30D | +13.5% | -19.0% | +32.5% | +18.4% |
| 3M | -0.1% | -25.1% | +25.0% | +5.5% |
| 6M | +22.5% | -44.5% | +67.0% | +38.3% |
| YTD | -2.4% | -24.3% | +21.9% | -1.3% |
| 1Y | -4.7% | -28.1% | +23.4% | -2.3% |
| 3Y | +103.2% | +40.7% | +62.6% | +53.9% |
| All | +103.2% | +36.0% | +67.3% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling