+76.5%
TXN vs USO
+96.2%
-19.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +3.8% |
| 7D | +4.0% | +9.1% | -5.1% | +3.9% |
| 30D | -2.9% | +21.7% | -24.5% | -3.0% |
| 3M | -9.1% | +20.2% | -29.3% | -9.2% |
| 6M | +36.6% | +43.4% | -6.7% | +34.4% |
| YTD | +57.5% | +124.0% | -66.5% | +46.6% |
| 1Y | +49.5% | +112.2% | -62.7% | +40.3% |
| 3Y | +76.5% | +97.7% | -21.1% | +60.2% |
| All | +76.5% | +96.2% | -19.7% | +60.2% |
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