+66.5%
USO vs TPR
+305.2%
-238.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.2% |
| 7D | +3.6% | -3.4% | +6.9% | +3.9% |
| 30D | +23.8% | -27.3% | +51.1% | +27.2% |
| 3M | +8.1% | -16.2% | +24.3% | +9.3% |
| 6M | +34.3% | -17.9% | +52.1% | +35.2% |
| YTD | +111.1% | -7.1% | +118.3% | +108.6% |
| 1Y | +99.9% | +13.6% | +86.3% | +91.7% |
| 3Y | +86.5% | +293.7% | -207.2% | +46.3% |
| 5Y | +200.5% | +239.1% | -38.6% | +135.4% |
| 10Y | +66.5% | +311.2% | -244.6% | +24.0% |
| All | +66.5% | +305.2% | -238.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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