-44.4%
TOST vs UUUU
+2.2%
-46.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.8% | -9.5% | -1.7% |
| 7D | +4.0% | -1.1% | +5.1% | +4.1% |
| 30D | +11.1% | -26.6% | +37.7% | +17.7% |
| 3M | +0.8% | -48.3% | +49.1% | +14.1% |
| 6M | +38.8% | -65.8% | +104.6% | +68.6% |
| YTD | -2.1% | -49.7% | +47.6% | +3.0% |
| 1Y | -6.0% | -53.3% | +47.3% | -0.5% |
| 3Y | +149.8% | -7.4% | +157.1% | +83.4% |
| 5Y | -42.8% | -33.4% | -9.4% | -61.7% |
| All | -44.4% | +2.2% | -46.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling