-52.1%
TSLL vs USO
+92.3%
-144.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.9% | +14.8% | +10.7% |
| 7D | -14.3% | -9.1% | -5.3% | -14.6% |
| 30D | -6.2% | -3.7% | -2.4% | -6.3% |
| 3M | +21.2% | +20.9% | +0.3% | +21.5% |
| 6M | -36.6% | +6.8% | -43.4% | -36.4% |
| YTD | -47.8% | +106.3% | -154.0% | -56.9% |
| 1Y | -45.2% | +100.2% | -145.4% | -54.4% |
| 3Y | -3.3% | +103.1% | -106.3% | -21.4% |
| All | -52.1% | +92.3% | -144.4% | -61.9% |
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