-73.9%
USO vs TFC
+183.5%
-257.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | +2.4% | +7.0% | +8.9% |
| 30D | +23.6% | -1.3% | +24.9% | +23.8% |
| 3M | +3.8% | +6.1% | -2.2% | +2.2% |
| 6M | +55.0% | +7.3% | +47.7% | +51.3% |
| YTD | +105.3% | +8.2% | +97.1% | +99.6% |
| 1Y | +91.4% | +14.4% | +76.9% | +83.6% |
| 3Y | +84.6% | +93.7% | -9.2% | +54.8% |
| 5Y | +191.7% | +16.4% | +175.3% | +167.6% |
| 10Y | +73.3% | +101.6% | -28.3% | +36.1% |
| All | -73.9% | +183.5% | -257.4% | -81.6% |
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