+104.3%
USO vs TPR
+9.9%
+94.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +1.5% |
| 7D | +6.2% | -7.3% | +13.6% | +3.4% |
| 30D | +19.1% | -30.7% | +49.8% | +3.9% |
| 3M | +14.2% | -21.6% | +35.8% | +6.8% |
| 6M | +43.7% | -21.3% | +65.1% | +38.3% |
| YTD | +116.8% | -10.2% | +127.0% | +109.1% |
| 1Y | +104.3% | +9.5% | +94.8% | +102.4% |
| All | +104.3% | +9.9% | +94.5% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling