+64.0%
UNP vs TOST
-46.9%
+110.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -4.6% | +9.4% | -14.0% | -5.3% |
| 30D | +5.6% | +13.5% | -7.9% | +4.5% |
| 3M | -1.3% | -0.1% | -1.2% | -1.4% |
| 6M | +9.2% | +22.5% | -13.2% | +6.9% |
| YTD | +27.3% | -2.4% | +29.7% | +26.7% |
| 1Y | +35.9% | -4.7% | +40.6% | +35.4% |
| 3Y | +45.5% | +103.2% | -57.8% | +33.9% |
| 5Y | +36.0% | -41.2% | +77.2% | +27.7% |
| All | +64.0% | -46.9% | +110.8% | +55.8% |
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 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