+213.1%
USO vs TSCO
-11.8%
+224.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | +9.1% | -5.7% | +14.8% | +9.0% |
| 30D | +21.7% | -8.8% | +30.4% | +21.4% |
| 3M | +20.2% | +6.3% | +13.9% | +20.4% |
| 6M | +43.4% | -32.3% | +75.6% | +44.6% |
| YTD | +124.0% | -32.7% | +156.7% | +125.6% |
| 1Y | +112.2% | -43.7% | +155.9% | +116.5% |
| 3Y | +97.7% | -19.7% | +117.3% | +95.2% |
| All | +213.1% | -11.8% | +224.9% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling