-70.9%
USO vs TDY
+1,570.9%
-1,641.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | +11.5% | -1.9% | +13.3% | +12.1% |
| 30D | +24.1% | -12.5% | +36.6% | +29.5% |
| 3M | +17.9% | -0.8% | +18.7% | +17.6% |
| 6M | +49.6% | -9.0% | +58.6% | +52.1% |
| YTD | +129.0% | +16.8% | +112.2% | +112.9% |
| 1Y | +112.0% | +9.5% | +102.5% | +100.8% |
| 3Y | +102.3% | +45.4% | +56.9% | +69.9% |
| 5Y | +224.5% | +37.8% | +186.7% | +172.6% |
| 10Y | +86.9% | +470.2% | -383.3% | -5.0% |
| All | -70.9% | +1,570.9% | -1,641.8% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling