+47.1%
USO vs TE
-48.3%
+95.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.0% | -7.1% | +2.9% |
| 7D | +3.6% | +18.2% | -14.7% | +3.5% |
| 30D | +23.8% | -13.5% | +37.3% | +23.8% |
| 3M | +8.1% | -44.6% | +52.6% | +8.5% |
| 6M | +34.3% | -24.7% | +59.0% | +34.1% |
| YTD | +111.1% | -24.3% | +135.4% | +110.1% |
| 1Y | +99.9% | +155.6% | -55.6% | +91.4% |
| 3Y | +86.5% | -18.3% | +104.8% | +81.2% |
| 5Y | +200.5% | -41.3% | +241.8% | +189.2% |
| All | +47.1% | -48.3% | +95.4% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling