-64.3%
USO vs TEL
+708.6%
-772.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.4% |
| 7D | +3.6% | -1.4% | +5.0% | +4.0% |
| 30D | +23.8% | -4.9% | +28.6% | +25.4% |
| 3M | +8.1% | +0.1% | +8.0% | +7.0% |
| 6M | +34.3% | +0.4% | +33.9% | +30.5% |
| YTD | +111.1% | -8.9% | +120.1% | +109.8% |
| 1Y | +99.9% | -0.3% | +100.2% | +91.9% |
| 3Y | +86.5% | +67.6% | +18.9% | +46.1% |
| 5Y | +200.5% | +50.7% | +149.9% | +138.0% |
| 10Y | +66.5% | +288.6% | -222.1% | -10.4% |
| All | -64.3% | +708.6% | -772.9% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling