-48.9%
TOST vs UUUU
+90.6%
-139.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.8% | -0.3% |
| 7D | -5.9% | -5.0% | -0.8% | -4.9% |
| 30D | -8.4% | -7.8% | -0.6% | -7.2% |
| 3M | +31.4% | -0.4% | +31.9% | +29.8% |
| 6M | +10.5% | -32.9% | +43.4% | +16.9% |
| YTD | -10.1% | -6.3% | -3.8% | -16.1% |
| 1Y | -19.9% | +7.9% | -27.9% | -32.4% |
| 3Y | +53.3% | +85.2% | -31.9% | -4.3% |
| All | -48.9% | +90.6% | -139.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UUUU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling