+97.1%
USO vs TEM
+53.2%
+43.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +2.6% |
| 7D | +6.2% | -1.1% | +7.3% | +6.2% |
| 30D | +19.1% | +11.3% | +7.8% | +19.6% |
| 3M | +14.2% | +25.5% | -11.3% | +15.3% |
| 6M | +43.7% | +17.1% | +26.6% | +45.3% |
| YTD | +116.8% | +3.8% | +113.1% | +118.9% |
| 1Y | +104.3% | -24.4% | +128.7% | +106.3% |
| All | +97.1% | +53.2% | +43.9% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling