+106.1%
TOST vs URA
+30.2%
+75.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.5% |
| 7D | +11.6% | -13.3% | +24.9% | +14.9% |
| 30D | +16.2% | -25.9% | +42.1% | +23.6% |
| 3M | +1.0% | -27.8% | +28.8% | +7.6% |
| 6M | +23.2% | -42.8% | +66.0% | +37.8% |
| YTD | -1.0% | -27.5% | +26.5% | +1.1% |
| 1Y | -9.9% | -35.1% | +25.2% | -4.9% |
| All | +106.1% | +30.2% | +75.9% | +57.5% |
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