+108.7%
USO vs TSEM
+60.6%
+48.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -12.0% | +13.9% | +1.1% |
| 7D | -11.9% | -30.3% | +18.4% | -14.3% |
| 30D | +2.3% | -49.3% | +51.6% | -3.0% |
| 3M | +29.0% | -38.0% | +67.0% | +25.1% |
| 6M | +2.8% | -41.9% | +44.7% | +2.3% |
| YTD | +114.3% | +11.6% | +102.7% | +138.1% |
| 1Y | +108.7% | +50.5% | +58.2% | +133.1% |
| All | +108.7% | +60.6% | +48.0% | +133.1% |
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