+102.1%
USO vs TGT
+39.8%
+62.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.6% |
| 7D | +11.5% | -5.0% | +16.5% | +11.4% |
| 30D | +24.1% | +3.0% | +21.1% | +24.2% |
| 3M | +17.9% | +22.6% | -4.7% | +17.9% |
| 6M | +49.6% | +31.2% | +18.4% | +49.3% |
| YTD | +129.0% | +63.7% | +65.3% | +126.2% |
| 1Y | +112.0% | +78.5% | +33.5% | +108.3% |
| All | +102.1% | +39.8% | +62.3% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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