+82.0%
USO vs TNA
+86.1%
-4.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | +9.1% | -7.3% | +16.4% | +10.1% |
| 30D | +21.7% | -14.2% | +35.9% | +23.8% |
| 3M | +20.2% | -4.6% | +24.8% | +20.2% |
| 6M | +43.4% | +36.9% | +6.4% | +34.0% |
| YTD | +124.0% | +42.5% | +81.4% | +106.5% |
| 1Y | +112.2% | +45.8% | +66.4% | +93.4% |
| 3Y | +97.7% | +104.7% | -7.0% | +57.7% |
| 5Y | +217.4% | -21.7% | +239.1% | +178.2% |
| All | +82.0% | +86.1% | -4.1% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling