-73.2%
USO vs TCOM
+656.9%
-730.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +3.6% | -7.6% | +11.2% | +4.7% |
| 30D | +23.8% | -12.2% | +36.0% | +26.0% |
| 3M | +8.1% | -14.2% | +22.3% | +10.0% |
| 6M | +34.3% | -25.0% | +59.3% | +38.9% |
| YTD | +111.1% | -43.7% | +154.8% | +127.1% |
| 1Y | +99.9% | -44.5% | +144.5% | +115.3% |
| 3Y | +86.5% | +13.4% | +73.1% | +74.6% |
| 5Y | +200.5% | +26.5% | +174.1% | +162.5% |
| 10Y | +66.5% | -10.3% | +76.8% | +46.4% |
| All | -73.2% | +656.9% | -730.1% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling