+103.2%
TOST vs URI
+138.8%
-35.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +9.4% | -9.8% | +19.2% | +13.0% |
| 30D | +13.5% | +1.7% | +11.7% | +12.4% |
| 3M | -0.1% | -9.1% | +8.9% | +2.4% |
| 6M | +22.5% | +9.9% | +12.6% | +15.7% |
| YTD | -2.4% | +31.2% | -33.6% | -17.8% |
| 1Y | -4.7% | +25.9% | -30.6% | -17.8% |
| 3Y | +103.2% | +147.4% | -44.2% | +3.0% |
| All | +103.2% | +138.8% | -35.5% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling