+379.4%
TTD vs USO
+73.1%
+306.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | +9.5% | -3.1% | +4.6% |
| 30D | -23.9% | +23.6% | -47.5% | -26.9% |
| 3M | -31.4% | +3.8% | -35.2% | -32.4% |
| 6M | -42.7% | +55.0% | -97.7% | -48.8% |
| YTD | -62.0% | +105.3% | -167.2% | -68.1% |
| 1Y | -72.2% | +91.4% | -163.6% | -76.4% |
| 3Y | -81.9% | +84.6% | -166.5% | -84.8% |
| 5Y | -81.5% | +191.7% | -273.3% | -86.7% |
| All | +379.4% | +73.1% | +306.3% | +314.7% |
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 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