+97.7%
USO vs TKO
+102.7%
-5.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +9.1% | +2.3% | +6.8% | +9.2% |
| 30D | +21.7% | -2.5% | +24.2% | +21.6% |
| 3M | +20.2% | -10.6% | +30.8% | +19.9% |
| 6M | +43.4% | -5.1% | +48.4% | +43.6% |
| YTD | +124.0% | -8.2% | +132.2% | +124.2% |
| 1Y | +112.2% | -4.4% | +116.6% | +112.0% |
| 3Y | +97.7% | +100.4% | -2.7% | +99.1% |
| All | +97.7% | +102.7% | -5.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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