+126.9%
USO vs TLN
+710.8%
-583.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.3% |
| 7D | -1.9% | +11.0% | -12.9% | -1.9% |
| 30D | -5.2% | +4.9% | -10.1% | -5.1% |
| 3M | +16.4% | +4.9% | +11.5% | +16.6% |
| 6M | +2.5% | +7.1% | -4.6% | +3.0% |
| YTD | +110.5% | +0.3% | +110.2% | +111.3% |
| 1Y | +108.4% | +5.9% | +102.5% | +107.9% |
| 3Y | +99.6% | +578.5% | -478.8% | +80.9% |
| All | +126.9% | +710.8% | -583.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling