-70.9%
USO vs TKO
+2,314.7%
-2,385.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.7% |
| 7D | +11.5% | +0.1% | +11.3% | +11.4% |
| 30D | +24.1% | -2.6% | +26.7% | +24.4% |
| 3M | +17.9% | -7.8% | +25.7% | +18.9% |
| 6M | +49.6% | -7.0% | +56.6% | +50.1% |
| YTD | +129.0% | -8.5% | +137.5% | +129.7% |
| 1Y | +112.0% | -1.3% | +113.3% | +109.9% |
| 3Y | +102.3% | +105.0% | -2.7% | +76.4% |
| 5Y | +224.5% | +292.9% | -68.4% | +150.0% |
| 10Y | +86.9% | +979.3% | -892.4% | +17.0% |
| All | -70.9% | +2,314.7% | -2,385.6% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling