-20.8%
TLT vs USO
+90.4%
-111.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -0.8% |
| 7D | -1.6% | +11.5% | -13.0% | -0.8% |
| 30D | -1.3% | +24.1% | -25.5% | +0.2% |
| 3M | -3.7% | +17.9% | -21.7% | -2.4% |
| 6M | -6.4% | +49.6% | -56.0% | -3.2% |
| YTD | -4.5% | +129.0% | -133.5% | +1.7% |
| 1Y | -5.9% | +112.0% | -117.9% | -0.2% |
| 3Y | -2.8% | +102.3% | -105.1% | +3.3% |
| 5Y | -35.1% | +224.5% | -259.6% | -28.1% |
| All | -20.8% | +90.4% | -111.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling