+33.8%
USO vs TENB
-9.4%
+43.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -1.7% |
| 7D | +9.1% | -12.1% | +21.2% | +10.3% |
| 30D | +21.7% | -18.6% | +40.3% | +23.5% |
| 3M | +20.2% | +12.1% | +8.2% | +17.4% |
| 6M | +43.4% | +46.8% | -3.4% | +35.4% |
| YTD | +124.0% | +28.0% | +96.0% | +114.0% |
| 1Y | +112.2% | -1.4% | +113.6% | +108.6% |
| 3Y | +97.7% | -33.9% | +131.6% | +100.6% |
| 5Y | +217.4% | -34.6% | +252.0% | +211.2% |
| All | +33.8% | -9.4% | +43.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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