-56.7%
USO vs TNA
+944.8%
-1,001.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.4% |
| 7D | +6.2% | -3.6% | +9.8% | +6.9% |
| 30D | +19.1% | -10.1% | +29.2% | +21.0% |
| 3M | +14.2% | +2.7% | +11.5% | +12.6% |
| 6M | +43.7% | +38.4% | +5.3% | +31.5% |
| YTD | +116.8% | +45.4% | +71.4% | +94.8% |
| 1Y | +104.3% | +55.9% | +48.4% | +79.4% |
| 3Y | +91.5% | +109.8% | -18.3% | +44.9% |
| 5Y | +214.1% | -22.5% | +236.6% | +163.7% |
| 10Y | +77.0% | +87.5% | -10.5% | -1.2% |
| All | -56.7% | +944.8% | -1,001.4% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling