+224.5%
USO vs TCOM
+21.5%
+203.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.7% |
| 7D | +11.5% | -6.5% | +18.0% | +11.8% |
| 30D | +24.1% | -16.2% | +40.3% | +25.1% |
| 3M | +17.9% | -19.3% | +37.3% | +19.0% |
| 6M | +49.6% | -27.2% | +76.8% | +51.7% |
| YTD | +129.0% | -46.2% | +175.2% | +136.3% |
| 1Y | +112.0% | -46.6% | +158.6% | +118.8% |
| 3Y | +102.3% | +8.4% | +93.9% | +97.3% |
| 5Y | +224.5% | +25.8% | +198.7% | +221.7% |
| All | +224.5% | +21.5% | +203.0% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling