+181.2%
USO vs TOST
-48.0%
+229.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | -3.4% | +12.9% | +9.5% |
| 30D | +23.6% | -2.4% | +26.0% | +23.6% |
| 3M | +3.8% | +34.6% | -30.8% | +2.8% |
| 6M | +55.0% | +15.2% | +39.8% | +54.2% |
| YTD | +105.3% | -4.4% | +109.7% | +105.5% |
| 1Y | +91.4% | -17.4% | +108.8% | +92.7% |
| 3Y | +84.6% | +54.5% | +30.1% | +79.0% |
| All | +181.2% | -48.0% | +229.2% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling