+34.5%
TOST vs USAR
-13.4%
+47.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | +0.1% |
| 7D | +4.0% | -1.1% | +5.1% | +4.0% |
| 30D | +11.1% | -30.3% | +41.3% | +11.9% |
| 3M | +0.8% | -54.7% | +55.5% | +2.6% |
| 6M | +38.8% | -67.5% | +106.3% | +42.0% |
| YTD | -2.1% | -26.4% | +24.3% | -2.1% |
| 1Y | -6.0% | -49.5% | +43.5% | -5.5% |
| 3Y | +149.8% | -14.5% | +164.2% | +135.9% |
| All | +34.5% | -13.4% | +47.9% | +35.4% |
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