+97.7%
USO vs TDG
+52.1%
+45.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.0% |
| 7D | +9.1% | -1.9% | +11.0% | +8.7% |
| 30D | +21.7% | -7.7% | +29.4% | +20.0% |
| 3M | +20.2% | -9.3% | +29.6% | +18.4% |
| 6M | +43.4% | -9.4% | +52.7% | +42.4% |
| YTD | +124.0% | -14.3% | +138.2% | +122.4% |
| 1Y | +112.2% | -11.8% | +124.0% | +110.4% |
| 3Y | +97.7% | +52.0% | +45.7% | +97.9% |
| All | +97.7% | +52.1% | +45.5% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling