-30.1%
UPS vs TOST
-48.0%
+17.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -2.9% | -3.4% | +0.5% | -2.4% |
| 30D | -3.5% | -2.4% | -1.1% | -3.2% |
| 3M | -5.7% | +34.6% | -40.3% | -9.7% |
| 6M | -4.4% | +15.2% | -19.6% | -7.0% |
| YTD | +8.0% | -4.4% | +12.4% | +7.5% |
| 1Y | +29.0% | -17.4% | +46.5% | +30.7% |
| 3Y | -27.7% | +54.5% | -82.2% | -35.1% |
| All | -30.1% | -48.0% | +17.9% | -38.4% |
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 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