+66.5%
USO vs TMF
-86.8%
+153.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.6% | +1.0% | +2.6% | +3.7% |
| 30D | +23.8% | -1.8% | +25.6% | +23.6% |
| 3M | +8.1% | -8.2% | +16.3% | +7.1% |
| 6M | +34.3% | -19.5% | +53.8% | +31.3% |
| YTD | +111.1% | -16.0% | +127.1% | +108.0% |
| 1Y | +99.9% | -22.5% | +122.4% | +95.1% |
| 3Y | +86.5% | -42.3% | +128.8% | +80.0% |
| 5Y | +200.5% | -87.7% | +288.2% | +136.6% |
| 10Y | +66.5% | -86.5% | +153.1% | +46.5% |
| All | +66.5% | -86.8% | +153.4% | +46.5% |
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