+97.7%
USO vs TDY
+46.9%
+50.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.1% |
| 7D | +9.1% | -1.1% | +10.2% | +9.0% |
| 30D | +21.7% | -12.0% | +33.7% | +20.8% |
| 3M | +20.2% | -3.2% | +23.4% | +19.9% |
| 6M | +43.4% | -7.9% | +51.2% | +43.5% |
| YTD | +124.0% | +18.2% | +105.8% | +119.1% |
| 1Y | +112.2% | +6.7% | +105.5% | +108.8% |
| 3Y | +97.7% | +47.5% | +50.1% | +92.3% |
| All | +97.7% | +46.9% | +50.8% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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