+84.4%
USO vs TSEM
+805.6%
-721.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.1% |
| 7D | -1.9% | +7.0% | -8.9% | -2.4% |
| 30D | -5.2% | -29.8% | +24.6% | -3.5% |
| 3M | +16.4% | -41.9% | +58.4% | +19.6% |
| 6M | +2.5% | -45.8% | +48.2% | +5.0% |
| YTD | +110.5% | +25.1% | +85.4% | +96.4% |
| 1Y | +108.4% | +48.2% | +60.2% | +90.2% |
| 3Y | +99.6% | +476.5% | -376.8% | +48.3% |
| 5Y | +160.1% | +301.4% | -141.4% | +100.0% |
| All | +84.4% | +805.6% | -721.2% | +22.9% |
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