+40.6%
UNP vs TOST
-28.9%
+69.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -2.1% | -3.6% | +1.5% | -1.8% |
| 30D | +7.3% | +8.9% | -1.6% | +6.4% |
| 3M | +3.6% | -2.2% | +5.9% | +3.7% |
| 6M | +15.8% | +41.0% | -25.1% | +12.0% |
| YTD | +32.6% | -4.0% | +36.6% | +32.1% |
| 1Y | +37.2% | -9.6% | +46.8% | +37.4% |
| 3Y | +52.6% | +141.7% | -89.1% | +37.9% |
| 5Y | +40.6% | -29.5% | +70.1% | +32.8% |
| All | +40.6% | -28.9% | +69.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling