-55.4%
TSLL vs USO
+91.3%
-146.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.9% |
| 7D | +1.9% | +9.5% | -7.6% | +2.1% |
| 30D | +17.8% | +23.6% | -5.8% | +18.3% |
| 3M | -37.0% | +3.8% | -40.8% | -36.4% |
| 6M | -37.7% | +55.0% | -92.7% | -43.8% |
| YTD | -51.4% | +105.3% | -156.6% | -59.8% |
| 1Y | -23.4% | +91.4% | -114.7% | -35.3% |
| 3Y | -30.8% | +84.6% | -115.3% | -43.5% |
| All | -55.4% | +91.3% | -146.8% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling