-36.7%
USO vs TMF
-69.2%
+32.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +24.9% | -2.1% | +26.9% | +24.9% |
| 6M | +10.8% | -13.4% | +24.2% | +8.9% |
| YTD | +114.6% | -16.7% | +131.3% | +110.8% |
| 1Y | +109.4% | -23.3% | +132.7% | +102.9% |
| 3Y | +98.1% | -24.8% | +122.9% | +97.8% |
| 5Y | +162.4% | -88.0% | +250.5% | +94.5% |
| 10Y | +85.9% | -84.7% | +170.6% | +59.3% |
| All | -36.7% | -69.2% | +32.5% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling