+8.5%
UNH vs TOST
-48.6%
+57.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +2.4% | -4.7% | +7.0% | +2.6% |
| 30D | +7.2% | +8.5% | -1.3% | +6.9% |
| 3M | +0.5% | -1.6% | +2.1% | +0.5% |
| 6M | +3.4% | +44.1% | -40.7% | +1.9% |
| YTD | +25.2% | -5.6% | +30.8% | +25.0% |
| 1Y | +22.7% | -12.6% | +35.2% | +22.8% |
| 3Y | -20.3% | +137.6% | -157.9% | -23.6% |
| 5Y | -3.4% | -30.4% | +27.0% | -6.0% |
| All | +8.5% | -48.6% | +57.1% | +8.0% |
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