+224.5%
USO vs TD
+122.4%
+102.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +11.5% | -2.6% | +14.0% | +12.0% |
| 30D | +24.1% | -1.0% | +25.1% | +24.3% |
| 3M | +17.9% | +5.6% | +12.3% | +16.1% |
| 6M | +49.6% | +27.1% | +22.5% | +39.0% |
| YTD | +129.0% | +29.4% | +99.6% | +111.0% |
| 1Y | +112.0% | +60.7% | +51.3% | +80.0% |
| 3Y | +102.3% | +127.6% | -25.3% | +46.4% |
| 5Y | +224.5% | +125.4% | +99.1% | +103.7% |
| All | +224.5% | +122.4% | +102.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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