-23.2%
UPS vs TOST
-46.9%
+23.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.4% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +17.4% | +16.2% | +1.2% | +14.9% |
| 3M | +8.2% | -1.5% | +9.7% | +8.3% |
| 6M | +17.9% | +55.3% | -37.4% | +10.6% |
| YTD | +18.7% | -2.3% | +21.0% | +17.6% |
| 1Y | +24.8% | -5.5% | +30.3% | +24.2% |
| 3Y | -4.5% | +151.1% | -155.7% | -19.8% |
| 5Y | -33.2% | -27.9% | -5.3% | -41.8% |
| All | -23.2% | -46.9% | +23.7% | -32.6% |
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