+109.3%
USO vs TLN
+3.1%
+106.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.1% | +3.6% |
| 7D | -1.4% | +22.3% | -23.7% | +2.1% |
| 30D | -4.6% | +1.2% | -5.8% | -4.4% |
| 3M | +14.7% | +5.9% | +8.8% | +16.8% |
| 6M | +1.2% | +3.2% | -2.0% | +4.6% |
| YTD | +111.2% | +3.2% | +108.0% | +126.1% |
| 1Y | +109.3% | +5.2% | +104.1% | +124.4% |
| All | +109.3% | +3.1% | +106.2% | +124.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling