+192.2%
USO vs TMF
-87.6%
+279.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +9.5% | -1.4% | +10.9% | +9.2% |
| 30D | +23.6% | -2.8% | +26.4% | +23.2% |
| 3M | +3.8% | -10.9% | +14.7% | +2.6% |
| 6M | +55.0% | -21.3% | +76.4% | +51.8% |
| YTD | +105.3% | -15.9% | +121.1% | +102.6% |
| 1Y | +91.4% | -15.7% | +107.1% | +89.2% |
| 3Y | +84.6% | -43.4% | +127.9% | +79.4% |
| All | +192.2% | -87.6% | +279.8% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling