-46.7%
TOST vs UUUU
+104.5%
-151.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.2% |
| 7D | -0.9% | +2.8% | -3.7% | -1.5% |
| 30D | -3.5% | +3.4% | -6.8% | -4.5% |
| 3M | +38.1% | -3.9% | +42.0% | +37.4% |
| 6M | +9.9% | -23.2% | +33.1% | +12.9% |
| YTD | -6.3% | +0.6% | -6.8% | -13.7% |
| 1Y | -18.3% | +22.9% | -41.2% | -33.3% |
| 3Y | +59.7% | +98.6% | -38.9% | -1.7% |
| All | -46.7% | +104.5% | -151.2% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling