-72.4%
USO vs TGT
+403.4%
-475.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.2% |
| 7D | +6.2% | -3.6% | +9.8% | +6.8% |
| 30D | +19.1% | +4.4% | +14.7% | +18.2% |
| 3M | +14.2% | +25.4% | -11.1% | +9.9% |
| 6M | +43.7% | +33.4% | +10.4% | +36.5% |
| YTD | +116.8% | +65.6% | +51.3% | +98.6% |
| 1Y | +104.3% | +80.3% | +24.1% | +84.1% |
| 3Y | +91.5% | +42.1% | +49.4% | +74.5% |
| 5Y | +214.1% | -25.0% | +239.1% | +214.3% |
| 10Y | +77.0% | +208.2% | -131.2% | +29.7% |
| All | -72.4% | +403.4% | -475.9% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling