-73.9%
USO vs TD
+840.1%
-914.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | +9.5% | +0.3% | +9.1% | +9.2% |
| 30D | +23.6% | +0.4% | +23.2% | +23.1% |
| 3M | +3.8% | +7.6% | -3.8% | -0.7% |
| 6M | +55.0% | +25.0% | +30.1% | +35.5% |
| YTD | +105.3% | +31.0% | +74.3% | +74.8% |
| 1Y | +91.4% | +65.2% | +26.2% | +43.7% |
| 3Y | +84.6% | +122.5% | -37.9% | +15.5% |
| 5Y | +191.7% | +124.8% | +66.9% | +78.3% |
| 10Y | +73.3% | +298.2% | -224.9% | -23.1% |
| All | -73.9% | +840.1% | -914.0% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling