+108.2%
USO vs TEM
+46.9%
+61.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.1% | +9.8% | +5.5% |
| 7D | +11.5% | -9.2% | +20.6% | +11.2% |
| 30D | +24.1% | +5.5% | +18.6% | +24.5% |
| 3M | +17.9% | +18.7% | -0.8% | +18.9% |
| 6M | +49.6% | +15.4% | +34.2% | +51.1% |
| YTD | +129.0% | -0.5% | +129.5% | +130.9% |
| 1Y | +112.0% | -24.8% | +136.8% | +113.8% |
| All | +108.2% | +46.9% | +61.3% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling