+213.1%
USO vs TGT
-25.8%
+238.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -5.2% | +14.4% | +9.4% |
| 30D | +21.7% | +1.2% | +20.5% | +21.6% |
| 3M | +20.2% | +18.4% | +1.9% | +19.0% |
| 6M | +43.4% | +33.4% | +9.9% | +40.5% |
| YTD | +124.0% | +63.8% | +60.2% | +115.7% |
| 1Y | +112.2% | +77.2% | +35.0% | +102.8% |
| 3Y | +97.7% | +41.8% | +55.9% | +89.4% |
| All | +213.1% | -25.8% | +238.9% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling