+86.5%
USO vs TLN
+494.5%
-408.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.9% |
| 7D | +3.6% | +10.9% | -7.3% | +3.6% |
| 30D | +23.8% | -6.3% | +30.1% | +23.8% |
| 3M | +8.1% | -10.7% | +18.7% | +8.2% |
| 6M | +34.3% | +1.6% | +32.6% | +33.9% |
| YTD | +111.1% | -13.1% | +124.2% | +111.6% |
| 1Y | +99.9% | -15.1% | +115.0% | +100.3% |
| 3Y | +86.5% | +495.0% | -408.5% | +68.4% |
| All | +86.5% | +494.5% | -408.0% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling