-43.8%
TOST vs URI
+221.7%
-265.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | +3.3% |
| 7D | +11.6% | -12.9% | +24.5% | +19.9% |
| 30D | +16.2% | -3.4% | +19.6% | +17.7% |
| 3M | +1.0% | -10.0% | +11.1% | +5.8% |
| 6M | +23.2% | +12.2% | +11.0% | +11.0% |
| YTD | -1.0% | +29.8% | -30.7% | -23.6% |
| 1Y | -9.9% | +24.6% | -34.5% | -28.5% |
| 3Y | +101.0% | +137.6% | -36.6% | -12.5% |
| 5Y | -40.4% | +176.6% | -217.0% | -79.8% |
| All | -43.8% | +221.7% | -265.5% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling