+213.1%
USO vs TKO
+291.2%
-78.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +9.1% | +2.3% | +6.8% | +9.1% |
| 30D | +21.7% | -2.5% | +24.2% | +21.7% |
| 3M | +20.2% | -10.6% | +30.8% | +20.4% |
| 6M | +43.4% | -5.1% | +48.4% | +43.5% |
| YTD | +124.0% | -8.2% | +132.2% | +124.3% |
| 1Y | +112.2% | -4.4% | +116.6% | +111.9% |
| 3Y | +97.7% | +100.4% | -2.7% | +90.6% |
| All | +213.1% | +291.2% | -78.2% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling