+5.7%
UNH vs TOST
-48.0%
+53.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | -3.4% | +4.5% | +1.2% |
| 30D | -3.8% | -2.4% | -1.3% | -3.7% |
| 3M | +0.7% | +34.6% | -33.9% | -0.4% |
| 6M | +37.9% | +15.2% | +22.7% | +36.9% |
| YTD | +21.9% | -4.4% | +26.3% | +21.8% |
| 1Y | +31.4% | -17.4% | +48.8% | +31.7% |
| 3Y | -11.4% | +54.5% | -65.9% | -13.6% |
| All | +5.7% | -48.0% | +53.7% | +5.2% |
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