+26.3%
UNH vs TOST
-10.2%
+36.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -1.6% | -3.6% | +2.0% | -1.2% |
| 30D | +6.5% | +8.9% | -2.4% | +5.4% |
| 3M | +0.8% | -2.2% | +3.0% | +0.8% |
| 6M | +6.1% | +41.0% | -34.9% | +2.3% |
| YTD | +24.5% | -4.0% | +28.4% | +29.5% |
| 1Y | +26.3% | -9.6% | +35.9% | +35.8% |
| All | +26.3% | -10.2% | +36.6% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling