+98.1%
USO vs TOST
+96.7%
+1.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -12.1% | +9.4% | -21.5% | -12.0% |
| 30D | +3.1% | +13.5% | -10.4% | +3.2% |
| 3M | +24.9% | -0.1% | +25.0% | +24.9% |
| 6M | +10.8% | +22.5% | -11.7% | +10.7% |
| YTD | +114.6% | -2.4% | +117.0% | +116.6% |
| 1Y | +109.4% | -4.7% | +114.1% | +111.6% |
| 3Y | +98.1% | +103.2% | -5.1% | +84.6% |
| All | +98.1% | +96.7% | +1.5% | +84.6% |
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