+91.4%
USO vs TSEM
+259.4%
-168.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | +0.4% |
| 7D | +9.5% | +6.9% | +2.6% | +10.0% |
| 30D | +23.6% | +5.3% | +18.3% | +24.3% |
| 3M | +3.8% | -14.9% | +18.7% | +3.8% |
| 6M | +55.0% | +80.0% | -25.0% | +75.4% |
| YTD | +105.3% | +89.4% | +15.9% | +131.7% |
| 1Y | +91.4% | +253.1% | -161.7% | +114.0% |
| All | +91.4% | +259.4% | -168.0% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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