-24.1%
UPS vs TOST
-46.1%
+22.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +3.5% | +11.6% | -8.2% | +1.9% |
| 30D | +19.3% | +16.2% | +3.0% | +16.8% |
| 3M | +4.7% | +1.0% | +3.7% | +4.4% |
| 6M | +17.0% | +23.2% | -6.2% | +12.9% |
| YTD | +17.3% | -1.0% | +18.2% | +16.0% |
| 1Y | +27.4% | -9.9% | +37.3% | +27.5% |
| 3Y | -7.7% | +101.0% | -108.8% | -20.1% |
| 5Y | -32.4% | -40.4% | +8.0% | -41.3% |
| All | -24.1% | -46.1% | +22.0% | -33.5% |
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