+224.5%
USO vs TECK
+180.4%
+44.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.9% | +6.5% |
| 7D | +11.5% | -4.2% | +15.7% | +12.1% |
| 30D | +24.1% | -0.4% | +24.5% | +23.9% |
| 3M | +17.9% | +10.1% | +7.8% | +15.3% |
| 6M | +49.6% | +26.0% | +23.6% | +40.5% |
| YTD | +129.0% | +38.0% | +91.0% | +108.5% |
| 1Y | +112.0% | +63.8% | +48.2% | +83.7% |
| 3Y | +102.3% | +68.5% | +33.8% | +66.3% |
| 5Y | +224.5% | +179.2% | +45.4% | +112.3% |
| All | +224.5% | +180.4% | +44.1% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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