-4.7%
TOST vs URI
+26.0%
-30.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.4% |
| 7D | +9.4% | -9.8% | +19.2% | +9.4% |
| 30D | +13.5% | +1.7% | +11.7% | +13.3% |
| 3M | -0.1% | -9.1% | +8.9% | -0.6% |
| 6M | +22.5% | +9.9% | +12.6% | +21.5% |
| YTD | -2.4% | +31.2% | -33.6% | -6.8% |
| 1Y | -4.7% | +25.9% | -30.6% | -5.3% |
| All | -4.7% | +26.0% | -30.7% | -5.3% |
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