+58.6%
UBER vs TOST
-46.7%
+105.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +6.7% | +4.0% | +2.6% | +5.4% |
| 30D | -0.5% | +11.1% | -11.5% | -3.8% |
| 3M | -5.1% | +0.8% | -6.0% | -5.6% |
| 6M | -5.7% | +38.8% | -44.5% | -15.4% |
| YTD | -12.9% | -2.1% | -10.8% | -14.2% |
| 1Y | -22.6% | -6.0% | -16.6% | -22.9% |
| 3Y | +42.2% | +149.8% | -107.6% | -6.0% |
| 5Y | +56.4% | -42.8% | +99.1% | +23.3% |
| All | +58.6% | -46.7% | +105.3% | +26.8% |
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