+97.3%
USO vs TOST
-7.4%
+104.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.0% |
| 7D | -10.6% | +3.0% | -13.5% | -9.9% |
| 30D | -4.6% | +10.3% | -14.8% | -2.5% |
| 3M | +12.3% | -3.3% | +15.6% | +12.3% |
| 6M | +5.9% | +37.8% | -31.9% | +12.2% |
| YTD | +104.5% | -2.8% | +107.3% | +111.2% |
| 1Y | +97.3% | -9.6% | +106.9% | +103.2% |
| All | +97.3% | -7.4% | +104.7% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling