+220.1%
USO vs TRV
+157.5%
+62.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +11.5% | -1.5% | +12.9% | +11.6% |
| 30D | +24.1% | -1.8% | +25.9% | +24.3% |
| 3M | +17.9% | +21.6% | -3.6% | +14.6% |
| 6M | +49.6% | +22.5% | +27.2% | +45.1% |
| YTD | +129.0% | +28.1% | +100.9% | +120.4% |
| 1Y | +112.0% | +37.0% | +75.0% | +101.6% |
| 3Y | +102.3% | +141.9% | -39.6% | +64.0% |
| All | +220.1% | +157.5% | +62.6% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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