+82.0%
USO vs TSEM
+1,313.0%
-1,231.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +9.1% | -4.9% | +14.0% | +9.5% |
| 30D | +21.7% | -18.7% | +40.4% | +23.3% |
| 3M | +20.2% | -18.1% | +38.4% | +21.2% |
| 6M | +43.4% | +77.1% | -33.7% | +32.9% |
| YTD | +124.0% | +80.1% | +43.8% | +105.8% |
| 1Y | +112.2% | +220.4% | -108.2% | +80.5% |
| 3Y | +97.7% | +650.1% | -552.4% | +46.6% |
| 5Y | +217.4% | +628.9% | -411.5% | +129.8% |
| All | +82.0% | +1,313.0% | -1,231.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling