-45.7%
TOST vs URA
+123.4%
-169.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -3.4% | +1.1% | -4.5% | -3.9% |
| 30D | -2.4% | +7.4% | -9.8% | -5.8% |
| 3M | +34.6% | -8.4% | +43.0% | +37.7% |
| 6M | +15.2% | -12.7% | +27.9% | +18.2% |
| YTD | -4.4% | +7.8% | -12.2% | -14.2% |
| 1Y | -17.4% | +19.5% | -36.9% | -32.6% |
| 3Y | +54.5% | +116.4% | -62.0% | -20.2% |
| All | -45.7% | +123.4% | -169.1% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling