+82.0%
USO vs TCOM
-9.8%
+91.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +9.1% | -4.9% | +14.0% | +9.7% |
| 30D | +21.7% | -14.4% | +36.1% | +23.9% |
| 3M | +20.2% | -17.7% | +37.9% | +22.7% |
| 6M | +43.4% | -25.1% | +68.5% | +47.6% |
| YTD | +124.0% | -45.7% | +169.7% | +140.0% |
| 1Y | +112.2% | -47.9% | +160.0% | +128.4% |
| 3Y | +97.7% | +8.9% | +88.7% | +85.8% |
| 5Y | +217.4% | +26.9% | +190.6% | +179.1% |
| All | +82.0% | -9.8% | +91.8% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling