+86.6%
USO vs TEM
+61.6%
+25.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +0.9% | +8.5% | +9.5% |
| 30D | +23.6% | +38.4% | -14.8% | +24.9% |
| 3M | +3.8% | +23.7% | -19.8% | +4.8% |
| 6M | +55.0% | +26.0% | +29.1% | +56.9% |
| YTD | +105.3% | +9.4% | +95.8% | +107.5% |
| 1Y | +91.4% | -17.3% | +108.7% | +93.5% |
| All | +86.6% | +61.6% | +25.0% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling