-56.8%
TSLL vs USO
+100.0%
-156.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | -12.1% | -9.1% | -21.6% |
| 30D | -13.3% | +3.1% | -16.4% | -13.2% |
| 3M | +15.4% | +24.9% | -9.5% | +15.9% |
| 6M | -34.2% | +10.8% | -45.0% | -33.9% |
| YTD | -52.9% | +114.6% | -167.5% | -61.0% |
| 1Y | -54.3% | +109.4% | -163.7% | -62.0% |
| 3Y | -18.4% | +98.1% | -116.5% | -33.1% |
| All | -56.8% | +100.0% | -156.9% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling