-73.2%
USO vs TFC
+177.1%
-250.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | -1.9% | +2.3% | -4.2% | -2.4% |
| 30D | -5.2% | +10.8% | -16.0% | -7.3% |
| 3M | +16.4% | -3.8% | +20.2% | +17.0% |
| 6M | +2.5% | +9.6% | -7.1% | -0.1% |
| YTD | +110.5% | +5.8% | +104.7% | +105.2% |
| 1Y | +108.4% | +16.2% | +92.2% | +99.1% |
| 3Y | +99.6% | +96.0% | +3.7% | +67.3% |
| 5Y | +160.1% | +1.7% | +158.4% | +145.3% |
| 10Y | +86.3% | +79.9% | +6.4% | +49.4% |
| All | -73.2% | +177.1% | -250.4% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling