-31.0%
TOST vs URI
+194.6%
-225.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.4% |
| 7D | +3.0% | -6.0% | +8.9% | +5.9% |
| 30D | +10.3% | +4.6% | +5.7% | +6.7% |
| 3M | -3.3% | -2.7% | -0.6% | -3.1% |
| 6M | +37.8% | +18.4% | +19.4% | +20.3% |
| YTD | -2.8% | +37.4% | -40.1% | -27.6% |
| 1Y | -9.6% | +30.4% | -39.9% | -30.0% |
| 3Y | +144.6% | +147.9% | -3.3% | +3.1% |
| 5Y | -31.0% | +202.1% | -233.0% | -75.5% |
| All | -31.0% | +194.6% | -225.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling