-40.4%
TOST vs URI
+178.2%
-218.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | +3.4% |
| 7D | +11.6% | -12.9% | +24.5% | +20.0% |
| 30D | +16.2% | -3.4% | +19.6% | +17.7% |
| 3M | +1.0% | -10.0% | +11.1% | +5.8% |
| 6M | +23.2% | +12.2% | +11.0% | +10.8% |
| YTD | -1.0% | +29.8% | -30.7% | -24.0% |
| 1Y | -9.9% | +24.6% | -34.5% | -28.7% |
| 3Y | +101.0% | +137.6% | -36.6% | -14.6% |
| 5Y | -40.4% | +176.6% | -217.0% | -76.3% |
| All | -40.4% | +178.2% | -218.6% | -76.3% |
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 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