-4.7%
TOST vs USAR
-51.6%
+46.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -1.8% |
| 7D | +9.4% | -14.5% | +23.9% | +10.0% |
| 30D | +13.5% | -37.8% | +51.3% | +15.4% |
| 3M | -0.1% | -52.8% | +52.6% | +2.5% |
| 6M | +22.5% | -71.2% | +93.7% | +28.0% |
| YTD | -2.4% | -30.9% | +28.5% | -3.1% |
| 1Y | -4.7% | -48.0% | +43.3% | -4.2% |
| All | -4.7% | -51.6% | +46.9% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling