-53.1%
USO vs TRGP
+2,231.3%
-2,284.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +9.5% | +0.8% | +8.7% | +9.1% |
| 30D | +23.6% | +11.5% | +12.1% | +18.4% |
| 3M | +3.8% | +9.0% | -5.2% | +0.7% |
| 6M | +55.0% | +20.5% | +34.5% | +44.7% |
| YTD | +105.3% | +59.5% | +45.7% | +72.0% |
| 1Y | +91.4% | +77.9% | +13.5% | +53.4% |
| 3Y | +84.6% | +253.6% | -169.0% | +12.1% |
| 5Y | +191.7% | +615.5% | -423.7% | +35.5% |
| 10Y | +73.3% | +897.1% | -823.8% | -40.9% |
| All | -53.1% | +2,231.3% | -2,284.3% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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