-39.1%
USO vs TMF
-69.2%
+30.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | -9.1% | +0.6% | -9.7% | -8.9% |
| 30D | -3.7% | +16.3% | -20.1% | -0.9% |
| 3M | +20.9% | -2.7% | +23.6% | +20.8% |
| 6M | +6.8% | -13.2% | +20.0% | +5.0% |
| YTD | +106.3% | -16.7% | +123.0% | +102.7% |
| 1Y | +100.2% | -22.7% | +122.9% | +94.2% |
| 3Y | +103.1% | -26.1% | +129.2% | +101.9% |
| 5Y | +146.1% | -88.4% | +234.5% | +81.2% |
| 10Y | +73.5% | -81.8% | +155.3% | +54.0% |
| All | -39.1% | -69.2% | +30.0% | -30.4% |
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