+94.0%
USO vs TFC
+96.6%
-2.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.8% |
| 30D | -6.3% | +7.8% | -14.1% | -6.1% |
| 3M | +10.9% | -3.0% | +13.8% | +10.8% |
| 6M | +2.0% | +5.8% | -3.8% | +2.1% |
| YTD | +104.6% | +5.3% | +99.3% | +104.6% |
| 1Y | +94.5% | +15.7% | +78.9% | +91.9% |
| All | +94.0% | +96.6% | -2.6% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling