+207.3%
USO vs TSEM
+639.7%
-432.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | +6.2% | +4.7% | +1.5% | +6.3% |
| 30D | +19.1% | -14.2% | +33.3% | +19.1% |
| 3M | +14.2% | -5.0% | +19.3% | +14.6% |
| 6M | +43.7% | +87.6% | -43.8% | +43.0% |
| YTD | +116.8% | +84.4% | +32.4% | +115.1% |
| 1Y | +104.3% | +235.4% | -131.1% | +95.9% |
| 3Y | +91.5% | +668.0% | -576.4% | +75.9% |
| All | +207.3% | +639.7% | -432.3% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling