+34.2%
TOST vs USAR
-19.4%
+53.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.4% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | +16.2% | -20.9% | +37.1% | +16.7% |
| 3M | -1.5% | -56.2% | +54.6% | +0.3% |
| 6M | +55.3% | -67.9% | +123.2% | +58.9% |
| YTD | -2.3% | -31.4% | +29.1% | -2.2% |
| 1Y | -5.5% | -45.1% | +39.5% | -5.1% |
| 3Y | +151.1% | -20.3% | +171.4% | +137.5% |
| All | +34.2% | -19.4% | +53.5% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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