+85.0%
USO vs TMF
-81.8%
+166.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +2.5% |
| 7D | -1.4% | -8.2% | +6.7% | -2.8% |
| 30D | -4.6% | +5.3% | -9.9% | -3.7% |
| 3M | +14.7% | -8.5% | +23.2% | +13.5% |
| 6M | +1.2% | -17.2% | +18.4% | -0.9% |
| YTD | +111.2% | -23.4% | +134.6% | +105.4% |
| 1Y | +109.3% | -30.2% | +139.5% | +101.0% |
| 3Y | +103.5% | -32.9% | +136.4% | +99.5% |
| 5Y | +160.9% | -88.5% | +249.5% | +101.5% |
| All | +85.0% | -81.8% | +166.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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