+112.2%
USO vs TCOM
-46.9%
+159.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.1% |
| 7D | +9.1% | -4.9% | +14.0% | +8.6% |
| 30D | +21.7% | -14.4% | +36.1% | +20.0% |
| 3M | +20.2% | -17.7% | +37.9% | +19.1% |
| 6M | +43.4% | -25.1% | +68.5% | +41.5% |
| YTD | +124.0% | -45.7% | +169.7% | +124.6% |
| 1Y | +112.2% | -47.9% | +160.0% | +110.7% |
| All | +112.2% | -46.9% | +159.1% | +110.7% |
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