+106.1%
TOST vs USAR
-27.6%
+133.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.5% | +8.9% | -0.4% |
| 7D | +11.6% | -29.5% | +41.1% | +12.5% |
| 30D | +16.2% | -46.0% | +62.2% | +17.9% |
| 3M | +1.0% | -56.8% | +57.8% | +2.9% |
| 6M | +23.2% | -72.9% | +96.1% | +26.6% |
| YTD | -1.0% | -37.6% | +36.7% | -0.6% |
| 1Y | -9.9% | -56.0% | +46.1% | -9.0% |
| All | +106.1% | -27.6% | +133.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling