+194.0%
USO vs TOST
-46.9%
+240.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -12.1% | +9.4% | -21.5% | -12.3% |
| 30D | +3.1% | +13.5% | -10.4% | +2.8% |
| 3M | +24.9% | -0.1% | +25.0% | +24.8% |
| 6M | +10.8% | +22.5% | -11.7% | +10.0% |
| YTD | +114.6% | -2.4% | +117.0% | +114.7% |
| 1Y | +109.4% | -4.7% | +114.1% | +109.6% |
| 3Y | +98.1% | +103.2% | -5.1% | +90.1% |
| 5Y | +162.4% | -41.2% | +203.7% | +173.8% |
| All | +194.0% | -46.9% | +240.9% | +209.8% |
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