+91.4%
USO vs TNA
+70.0%
+21.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | +0.1% |
| 7D | +9.5% | -0.1% | +9.5% | +9.5% |
| 30D | +23.6% | -4.9% | +28.5% | +22.1% |
| 3M | +3.8% | +0.4% | +3.4% | +5.3% |
| 6M | +55.0% | +32.5% | +22.5% | +76.7% |
| YTD | +105.3% | +53.7% | +51.5% | +131.3% |
| 1Y | +91.4% | +65.1% | +26.3% | +121.4% |
| All | +91.4% | +70.0% | +21.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling