+102.2%
USO vs TSCO
-28.6%
+130.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.3% | -6.7% |
| 7D | -12.7% | +15.7% | -28.4% | -8.4% |
| 30D | +1.0% | +16.4% | -15.4% | +6.3% |
| 3M | +25.6% | +11.2% | +14.4% | +30.5% |
| 6M | -1.5% | +14.9% | -16.4% | +4.2% |
| YTD | +110.3% | -25.4% | +135.7% | +92.9% |
| 1Y | +102.2% | -29.4% | +131.5% | +87.8% |
| All | +102.2% | -28.6% | +130.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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