-1.1%
TLT vs USO
+86.9%
-88.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | +0.2% |
| 7D | +0.4% | +3.6% | -3.2% | +0.7% |
| 30D | -0.3% | +23.8% | -24.1% | +1.4% |
| 3M | -1.7% | +8.1% | -9.8% | -0.8% |
| 6M | -4.9% | +34.3% | -39.2% | -2.1% |
| YTD | -2.8% | +111.1% | -113.9% | +3.5% |
| 1Y | -4.2% | +99.9% | -104.1% | +1.7% |
| 3Y | -1.1% | +86.5% | -87.6% | +2.5% |
| All | -1.1% | +86.9% | -88.0% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling