+91.9%
USO vs TEM
+60.7%
+31.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +3.6% | +3.2% | +0.3% | +3.7% |
| 30D | +23.8% | +23.5% | +0.3% | +24.7% |
| 3M | +8.1% | +32.3% | -24.3% | +9.2% |
| 6M | +34.3% | +23.0% | +11.2% | +35.9% |
| YTD | +111.1% | +8.9% | +102.3% | +113.4% |
| 1Y | +99.9% | -19.9% | +119.8% | +102.1% |
| All | +91.9% | +60.7% | +31.2% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling