+82.0%
USO vs TEL
+316.2%
-234.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.9% |
| 7D | +9.1% | +1.6% | +7.5% | +8.7% |
| 30D | +21.7% | -0.7% | +22.3% | +21.7% |
| 3M | +20.2% | +2.4% | +17.8% | +19.0% |
| 6M | +43.4% | +4.1% | +39.2% | +39.1% |
| YTD | +124.0% | -5.8% | +129.8% | +121.7% |
| 1Y | +112.2% | +0.9% | +111.3% | +104.9% |
| 3Y | +97.7% | +72.6% | +25.1% | +57.5% |
| 5Y | +217.4% | +57.5% | +159.9% | +154.9% |
| All | +82.0% | +316.2% | -234.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling