+376.4%
TTD vs USO
+88.9%
+287.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.0% |
| 7D | -0.6% | +9.1% | -9.7% | -2.2% |
| 30D | +6.3% | +21.7% | -15.4% | +2.5% |
| 3M | -24.1% | +20.2% | -44.4% | -27.3% |
| 6M | -47.4% | +43.4% | -90.8% | -52.1% |
| YTD | -62.2% | +124.0% | -186.2% | -68.8% |
| 1Y | -68.3% | +112.2% | -180.5% | -73.6% |
| 3Y | -83.4% | +97.7% | -181.1% | -86.2% |
| 5Y | -80.3% | +217.4% | -297.7% | -86.0% |
| All | +376.4% | +88.9% | +287.5% | +305.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling