-9.9%
TOST vs URI
+23.7%
-33.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.6% |
| 7D | +11.6% | -12.9% | +24.5% | +11.6% |
| 30D | +16.2% | -3.4% | +19.6% | +16.0% |
| 3M | +1.0% | -10.0% | +11.1% | +0.6% |
| 6M | +23.2% | +12.2% | +11.0% | +22.1% |
| YTD | -1.0% | +29.8% | -30.7% | -5.7% |
| 1Y | -9.9% | +24.6% | -34.5% | -10.6% |
| All | -9.9% | +23.7% | -33.6% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling