-51.7%
TSLL vs USO
+90.6%
-142.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +0.9% |
| 7D | -11.0% | -10.6% | -0.4% | -11.4% |
| 30D | -5.3% | -4.6% | -0.7% | -5.5% |
| 3M | +20.8% | +12.3% | +8.5% | +20.9% |
| 6M | -36.0% | +5.9% | -41.9% | -35.8% |
| YTD | -47.3% | +104.5% | -151.8% | -56.5% |
| 1Y | -48.4% | +97.3% | -145.8% | -57.0% |
| 3Y | -5.4% | +97.0% | -102.5% | -23.0% |
| All | -51.7% | +90.6% | -142.3% | -61.5% |
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 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