+85.0%
TLT vs USO
-74.0%
+159.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | +9.5% | -9.9% | +0.5% |
| 30D | -0.6% | +23.6% | -24.1% | +1.6% |
| 3M | -2.7% | +3.8% | -6.6% | -2.0% |
| 6M | -5.6% | +55.0% | -60.7% | -0.5% |
| YTD | -2.8% | +105.3% | -108.0% | +5.5% |
| 1Y | -1.4% | +91.4% | -92.8% | +6.3% |
| 3Y | -1.6% | +84.6% | -86.1% | +6.7% |
| 5Y | -33.8% | +191.7% | -225.6% | -23.6% |
| 10Y | -21.1% | +73.3% | -94.4% | -10.5% |
| All | +85.0% | -74.0% | +159.0% | +84.8% |
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 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