+213.1%
USO vs TJX
+95.5%
+117.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +9.1% | -4.6% | +13.7% | +8.6% |
| 30D | +21.7% | -17.2% | +38.8% | +19.7% |
| 3M | +20.2% | -24.9% | +45.1% | +17.5% |
| 6M | +43.4% | -19.7% | +63.0% | +40.9% |
| YTD | +124.0% | -17.2% | +141.2% | +120.1% |
| 1Y | +112.2% | -9.4% | +121.6% | +108.5% |
| 3Y | +97.7% | +43.1% | +54.6% | +90.9% |
| All | +213.1% | +95.5% | +117.6% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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