-74.0%
USO vs TFC
+175.8%
-249.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -6.3% | +7.8% | -14.1% | -7.9% |
| 3M | +10.9% | -3.0% | +13.8% | +11.3% |
| 6M | +2.0% | +5.8% | -3.8% | +0.2% |
| YTD | +104.6% | +5.3% | +99.3% | +99.6% |
| 1Y | +94.5% | +15.7% | +78.9% | +86.0% |
| 3Y | +97.1% | +94.8% | +2.3% | +65.3% |
| 5Y | +151.6% | 0.0% | +151.6% | +138.3% |
| 10Y | +81.0% | +79.0% | +2.0% | +45.3% |
| All | -74.0% | +175.8% | -249.9% | -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