+91.4%
USO vs TCOM
-42.5%
+133.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +9.5% | -9.5% | +19.0% | +8.4% |
| 30D | +23.6% | -10.7% | +34.3% | +22.3% |
| 3M | +3.8% | -14.6% | +18.4% | +3.2% |
| 6M | +55.0% | -19.3% | +74.4% | +53.3% |
| YTD | +105.3% | -42.9% | +148.2% | +106.0% |
| 1Y | +91.4% | -43.8% | +135.2% | +90.2% |
| All | +91.4% | -42.5% | +133.9% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling