+52.9%
UBER vs TOST
-46.9%
+99.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +5.1% | +9.4% | -4.3% | +2.2% |
| 30D | +0.2% | +13.5% | -13.3% | -3.8% |
| 3M | -2.7% | -0.1% | -2.5% | -2.8% |
| 6M | -13.4% | +22.5% | -35.8% | -19.6% |
| YTD | -16.1% | -2.4% | -13.7% | -17.2% |
| 1Y | -25.5% | -4.7% | -20.8% | -26.1% |
| 3Y | +42.5% | +103.2% | -60.7% | +1.0% |
| 5Y | +45.3% | -41.2% | +86.6% | +14.5% |
| All | +52.9% | -46.9% | +99.7% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling