+94.0%
USO vs TOST
+145.2%
-51.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | -10.6% | +3.0% | -13.5% | -10.5% |
| 30D | -4.6% | +10.3% | -14.8% | -4.4% |
| 3M | +12.3% | -3.3% | +15.6% | +12.4% |
| 6M | +5.9% | +37.8% | -31.9% | +5.5% |
| YTD | +104.5% | -2.8% | +107.3% | +106.6% |
| 1Y | +97.3% | -9.6% | +106.9% | +100.2% |
| All | +94.0% | +145.2% | -51.2% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling