+160.0%
USO vs TPR
+253.5%
-93.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.1% |
| 7D | -12.1% | +14.2% | -26.3% | -11.9% |
| 30D | +3.1% | +17.1% | -14.0% | +3.4% |
| 3M | +24.9% | -17.7% | +42.6% | +24.7% |
| 6M | +10.8% | -10.2% | +21.0% | +11.0% |
| YTD | +114.6% | +4.9% | +109.7% | +112.3% |
| 1Y | +109.4% | +36.1% | +73.3% | +103.0% |
| 3Y | +98.1% | +416.5% | -318.3% | +66.2% |
| All | +160.0% | +253.5% | -93.6% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling