-45.7%
TOST vs URI
+211.3%
-257.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -2.4% |
| 30D | -2.4% | -12.9% | +10.5% | +5.0% |
| 3M | +34.6% | -6.7% | +41.3% | +37.2% |
| 6M | +15.2% | +19.0% | -3.8% | -2.6% |
| YTD | -4.4% | +25.5% | -29.9% | -24.2% |
| 1Y | -17.4% | +5.5% | -23.0% | -26.3% |
| 3Y | +54.5% | +111.3% | -56.9% | -25.9% |
| All | -45.7% | +211.3% | -257.0% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling