+112.2%
USO vs TSEM
+212.9%
-100.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.1% |
| 7D | +9.1% | -4.9% | +14.0% | +8.8% |
| 30D | +21.7% | -18.7% | +40.4% | +20.1% |
| 3M | +20.2% | -18.1% | +38.4% | +19.8% |
| 6M | +43.4% | +77.1% | -33.7% | +62.6% |
| YTD | +124.0% | +80.1% | +43.8% | +154.2% |
| 1Y | +112.2% | +220.4% | -108.2% | +147.4% |
| All | +112.2% | +212.9% | -100.8% | +147.4% |
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