+34.1%
TOST vs USAR
-18.7%
+52.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -1.6% |
| 7D | +9.4% | -14.5% | +23.9% | +9.8% |
| 30D | +13.5% | -37.8% | +51.3% | +14.7% |
| 3M | -0.1% | -52.8% | +52.6% | +1.5% |
| 6M | +22.5% | -71.2% | +93.7% | +25.7% |
| YTD | -2.4% | -30.9% | +28.5% | -2.3% |
| 1Y | -4.7% | -48.0% | +43.3% | -4.2% |
| 3Y | +103.2% | -19.7% | +122.9% | +92.5% |
| All | +34.1% | -18.7% | +52.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling