-35.3%
TSLL vs USO
+81.8%
-117.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.9% |
| 7D | +1.9% | +9.5% | -7.6% | +2.7% |
| 30D | +17.8% | +23.6% | -5.8% | +20.1% |
| 3M | -37.0% | +3.8% | -40.8% | -35.9% |
| 6M | -37.7% | +55.0% | -92.7% | -43.2% |
| YTD | -51.4% | +105.3% | -156.6% | -60.0% |
| 1Y | -23.4% | +91.4% | -114.7% | -35.4% |
| All | -35.3% | +81.8% | -117.2% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling