-23.1%
UPS vs TOST
-47.7%
+24.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -1.6% | -3.6% | +2.0% | -1.1% |
| 30D | +17.9% | +8.9% | +9.1% | +16.5% |
| 3M | +9.4% | -2.2% | +11.6% | +9.6% |
| 6M | +16.2% | +41.0% | -24.8% | +10.3% |
| YTD | +18.8% | -4.0% | +22.7% | +18.0% |
| 1Y | +26.1% | -9.6% | +35.7% | +26.3% |
| 3Y | -4.5% | +141.7% | -146.1% | -19.3% |
| 5Y | -33.2% | -29.5% | -3.7% | -41.7% |
| All | -23.1% | -47.7% | +24.6% | -32.4% |
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