-43.8%
TOST vs URA
+50.2%
-94.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +1.6% |
| 7D | +11.6% | -13.3% | +24.9% | +18.0% |
| 30D | +16.2% | -25.9% | +42.1% | +30.8% |
| 3M | +1.0% | -27.8% | +28.8% | +13.9% |
| 6M | +23.2% | -42.8% | +66.0% | +51.3% |
| YTD | -1.0% | -27.5% | +26.5% | +3.8% |
| 1Y | -9.9% | -35.1% | +25.2% | -0.6% |
| 3Y | +101.0% | +31.1% | +70.0% | +31.8% |
| 5Y | -40.4% | +29.8% | -70.2% | -64.9% |
| All | -43.8% | +50.2% | -94.0% | -68.3% |
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