-5.9%
TSLL vs USO
+97.0%
-102.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +0.5% | -2.7% | +3.2% | +0.3% |
| 30D | +2.7% | -6.3% | +9.0% | +2.1% |
| 3M | +26.3% | +10.9% | +15.4% | +27.2% |
| 6M | -37.2% | +2.0% | -39.2% | -36.3% |
| YTD | -44.2% | +104.6% | -148.8% | -56.5% |
| 1Y | -44.0% | +94.5% | -138.5% | -55.3% |
| All | -5.9% | +97.0% | -102.9% | -27.0% |
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