+180.2%
USO vs TOST
-47.7%
+228.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -2.7% | -3.6% | +0.9% | -2.6% |
| 30D | -6.3% | +8.9% | -15.2% | -6.5% |
| 3M | +10.9% | -2.2% | +13.1% | +10.9% |
| 6M | +2.0% | +41.0% | -38.9% | +0.7% |
| YTD | +104.6% | -4.0% | +108.5% | +104.7% |
| 1Y | +94.5% | -9.6% | +104.1% | +95.1% |
| 3Y | +97.1% | +141.7% | -44.6% | +87.8% |
| 5Y | +151.6% | -29.5% | +181.1% | +158.7% |
| All | +180.2% | -47.7% | +228.0% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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