+97.7%
USO vs TNA
+101.9%
-4.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +9.1% | -7.3% | +16.4% | +8.9% |
| 30D | +21.7% | -14.2% | +35.9% | +21.2% |
| 3M | +20.2% | -4.6% | +24.8% | +20.1% |
| 6M | +43.4% | +36.9% | +6.4% | +42.9% |
| YTD | +124.0% | +42.5% | +81.4% | +121.7% |
| 1Y | +112.2% | +45.8% | +66.4% | +109.2% |
| 3Y | +97.7% | +104.7% | -7.0% | +89.8% |
| All | +97.7% | +101.9% | -4.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling