-84.0%
TTD vs USO
+90.0%
-174.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.2% |
| 7D | -4.6% | +6.2% | -10.9% | -5.0% |
| 30D | +3.7% | +19.1% | -15.4% | +2.3% |
| 3M | -30.2% | +14.2% | -44.4% | -30.9% |
| 6M | -51.4% | +43.7% | -95.1% | -54.2% |
| YTD | -63.4% | +116.8% | -180.3% | -68.2% |
| 1Y | -73.5% | +104.3% | -177.9% | -76.7% |
| All | -84.0% | +90.0% | -174.0% | -86.7% |
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