-45.7%
TOST vs UUUU
+102.4%
-148.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -3.4% | -1.4% | -2.1% | -3.1% |
| 30D | -2.4% | +16.3% | -18.8% | -6.0% |
| 3M | +34.6% | -16.7% | +51.3% | +37.8% |
| 6M | +15.2% | -33.7% | +48.9% | +22.0% |
| YTD | -4.4% | -0.5% | -3.9% | -11.8% |
| 1Y | -17.4% | +28.9% | -46.3% | -33.6% |
| 3Y | +54.5% | +99.9% | -45.4% | -5.5% |
| All | -45.7% | +102.4% | -148.1% | -69.2% |
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