+224.5%
USO vs TE
-49.6%
+274.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.7% | +12.3% | +5.6% |
| 7D | +11.5% | +0.9% | +10.6% | +11.5% |
| 30D | +24.1% | -16.3% | +40.4% | +24.1% |
| 3M | +17.9% | -40.8% | +58.7% | +18.1% |
| 6M | +49.6% | -42.6% | +92.2% | +50.0% |
| YTD | +129.0% | -31.4% | +160.4% | +128.2% |
| 1Y | +112.0% | +144.9% | -32.9% | +103.9% |
| 3Y | +102.3% | -26.0% | +128.3% | +97.4% |
| 5Y | +224.5% | -48.5% | +273.0% | +220.5% |
| All | +224.5% | -49.6% | +274.2% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 5y: compounded portfolio wealth divided by compounded TE 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…
5y analysis · Full analysis span regression · 6 months rolling