+103.6%
USO vs TEM
+47.5%
+56.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +9.1% | -8.7% | +17.8% | +8.9% |
| 30D | +21.7% | +8.1% | +13.6% | +22.1% |
| 3M | +20.2% | +19.0% | +1.2% | +21.2% |
| 6M | +43.4% | +12.0% | +31.3% | +44.7% |
| YTD | +124.0% | -0.1% | +124.0% | +125.9% |
| 1Y | +112.2% | -33.5% | +145.7% | +113.9% |
| All | +103.6% | +47.5% | +56.1% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling