-44.8%
TOST vs UUUU
-5.7%
-39.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | +0.9% |
| 7D | +3.0% | -6.9% | +9.9% | +4.2% |
| 30D | +10.3% | -32.3% | +42.6% | +18.7% |
| 3M | -3.3% | -52.8% | +49.6% | +11.4% |
| 6M | +37.8% | -68.5% | +106.3% | +70.1% |
| YTD | -2.8% | -53.6% | +50.9% | +3.9% |
| 1Y | -9.6% | -59.1% | +49.5% | -1.4% |
| 3Y | +144.6% | -14.7% | +159.3% | +82.6% |
| 5Y | -31.0% | -35.4% | +4.5% | -53.5% |
| All | -44.8% | -5.7% | -39.0% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling