+56.1%
UBER vs TOST
-47.1%
+103.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +5.2% | +3.0% | +2.2% | +4.3% |
| 30D | -2.0% | +10.3% | -12.3% | -5.1% |
| 3M | -10.2% | -3.3% | -6.9% | -9.5% |
| 6M | -7.2% | +37.8% | -45.0% | -16.5% |
| YTD | -14.3% | -2.8% | -11.5% | -15.3% |
| 1Y | -25.6% | -9.6% | -16.0% | -24.9% |
| 3Y | +35.8% | +144.6% | -108.8% | -9.6% |
| 5Y | +61.5% | -31.0% | +92.5% | +25.0% |
| All | +56.1% | -47.1% | +103.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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