+98.1%
USO vs TMF
-25.3%
+123.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -12.1% | +1.2% | -13.3% | -11.8% |
| 30D | +3.1% | +19.7% | -16.6% | +7.7% |
| 3M | +24.9% | -2.1% | +26.9% | +24.7% |
| 6M | +10.8% | -13.4% | +24.2% | +8.7% |
| YTD | +114.6% | -16.7% | +131.3% | +110.1% |
| 1Y | +109.4% | -23.3% | +132.7% | +103.0% |
| 3Y | +98.1% | -24.8% | +122.9% | +93.7% |
| All | +98.1% | -25.3% | +123.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling