+82.0%
USO vs TDG
+547.7%
-465.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | +9.1% | -1.9% | +11.0% | +9.5% |
| 30D | +21.7% | -7.7% | +29.4% | +23.8% |
| 3M | +20.2% | -9.3% | +29.6% | +22.2% |
| 6M | +43.4% | -9.4% | +52.7% | +44.0% |
| YTD | +124.0% | -14.3% | +138.2% | +127.6% |
| 1Y | +112.2% | -11.8% | +124.0% | +113.6% |
| 3Y | +97.7% | +52.0% | +45.7% | +64.2% |
| 5Y | +217.4% | +128.8% | +88.6% | +125.2% |
| All | +82.0% | +547.7% | -465.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling