+63.7%
UNP vs TOST
-48.0%
+111.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | -3.4% | -1.9% | -5.1% |
| 30D | -1.5% | -2.4% | +0.9% | -1.4% |
| 3M | +10.3% | +34.6% | -24.4% | +7.4% |
| 6M | +9.7% | +15.2% | -5.5% | +7.8% |
| YTD | +27.1% | -4.4% | +31.5% | +26.8% |
| 1Y | +32.6% | -17.4% | +50.0% | +33.8% |
| 3Y | +40.0% | +54.5% | -14.5% | +31.6% |
| All | +63.7% | -48.0% | +111.6% | +55.9% |
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