+112.2%
USO vs TFC
+16.6%
+95.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.1% |
| 7D | +9.1% | -2.4% | +11.5% | +7.8% |
| 30D | +21.7% | -3.4% | +25.0% | +19.7% |
| 3M | +20.2% | +0.4% | +19.8% | +21.2% |
| 6M | +43.4% | +12.7% | +30.7% | +53.7% |
| YTD | +124.0% | +5.6% | +118.4% | +136.6% |
| 1Y | +112.2% | +16.0% | +96.2% | +120.0% |
| All | +112.2% | +16.6% | +95.6% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling