-73.9%
USO vs TRMB
+434.1%
-508.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +9.5% | -2.5% | +12.0% | +10.0% |
| 30D | +23.6% | +1.5% | +22.1% | +23.0% |
| 3M | +3.8% | +6.8% | -3.0% | +1.6% |
| 6M | +55.0% | -14.9% | +70.0% | +58.6% |
| YTD | +105.3% | -24.1% | +129.4% | +114.8% |
| 1Y | +91.4% | -25.4% | +116.8% | +100.3% |
| 3Y | +84.6% | +8.0% | +76.5% | +72.5% |
| 5Y | +191.7% | -37.3% | +229.0% | +203.7% |
| 10Y | +73.3% | +116.8% | -43.5% | +24.7% |
| All | -73.9% | +434.1% | -508.0% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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