-48.9%
TSLL vs USO
+99.3%
-148.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.9% | +14.8% | +9.1% |
| 7D | -14.3% | -9.1% | -5.3% | -17.6% |
| 30D | -6.2% | -3.7% | -2.4% | -7.0% |
| 3M | +21.2% | +20.9% | +0.3% | +34.3% |
| 6M | -36.6% | +6.8% | -43.4% | -31.4% |
| YTD | -47.8% | +106.3% | -154.0% | -44.9% |
| All | -48.9% | +99.3% | -148.2% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling