-21.3%
UNH vs TOST
+96.7%
-118.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -3.2% | +9.4% | -12.6% | -3.5% |
| 30D | +4.8% | +13.5% | -8.7% | +4.3% |
| 3M | -1.8% | -0.1% | -1.7% | -1.9% |
| 6M | +8.6% | +22.5% | -13.9% | +7.7% |
| YTD | +21.8% | -2.4% | +24.1% | +21.4% |
| 1Y | +25.8% | -4.7% | +30.5% | +25.5% |
| 3Y | -21.3% | +103.2% | -124.5% | -20.1% |
| All | -21.3% | +96.7% | -118.0% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling