+23.2%
TOST vs USAR
-71.6%
+94.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.5% | +8.9% | -0.5% |
| 7D | +11.6% | -29.5% | +41.1% | +12.3% |
| 30D | +16.2% | -46.0% | +62.2% | +17.3% |
| 3M | +1.0% | -56.8% | +57.8% | +2.1% |
| 6M | +23.2% | -72.9% | +96.1% | +23.9% |
| All | +23.2% | -71.6% | +94.8% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling