+82.6%
USO vs TOST
+55.9%
+26.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | -3.4% | +12.9% | +9.4% |
| 30D | +23.6% | -2.4% | +26.0% | +23.6% |
| 3M | +3.8% | +34.6% | -30.8% | +3.5% |
| 6M | +55.0% | +15.2% | +39.8% | +55.2% |
| YTD | +105.3% | -4.4% | +109.7% | +106.9% |
| 1Y | +91.4% | -17.4% | +108.8% | +94.3% |
| All | +82.6% | +55.9% | +26.6% | +77.9% |
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