+80.1%
TLT vs USO
-73.3%
+153.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | -3.1% | -1.9% | -1.2% | -3.3% |
| 30D | +1.0% | -5.2% | +6.2% | +0.6% |
| 3M | -2.7% | +16.4% | -19.2% | -1.0% |
| 6M | -4.1% | +2.5% | -6.6% | -3.3% |
| YTD | -5.4% | +110.5% | -115.9% | +3.1% |
| 1Y | -7.0% | +108.4% | -115.4% | +1.3% |
| 3Y | +2.8% | +99.6% | -96.8% | +12.5% |
| 5Y | -35.4% | +160.1% | -195.4% | -26.1% |
| 10Y | -13.1% | +86.3% | -99.4% | -0.5% |
| All | +80.1% | -73.3% | +153.5% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling