-44.5%
TOST vs URI
+225.4%
-269.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | +9.4% | -9.8% | +19.2% | +15.3% |
| 30D | +13.5% | +1.7% | +11.7% | +11.7% |
| 3M | -0.1% | -9.1% | +8.9% | +3.9% |
| 6M | +22.5% | +9.9% | +12.6% | +11.8% |
| YTD | -2.4% | +31.2% | -33.6% | -25.2% |
| 1Y | -4.7% | +25.9% | -30.6% | -24.8% |
| 3Y | +103.2% | +147.4% | -44.2% | -14.3% |
| 5Y | -41.2% | +179.7% | -221.0% | -80.2% |
| All | -44.5% | +225.4% | -269.9% | -81.8% |
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