-74.0%
USO vs TSEM
+702.4%
-776.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -0.6% |
| 7D | -2.7% | +6.8% | -9.5% | -3.4% |
| 30D | -6.3% | -26.6% | +20.3% | -4.5% |
| 3M | +10.9% | -36.3% | +47.2% | +13.7% |
| 6M | +2.0% | -30.6% | +32.6% | +2.7% |
| YTD | +104.6% | +35.3% | +69.3% | +91.9% |
| 1Y | +94.5% | +59.2% | +35.3% | +79.4% |
| 3Y | +97.1% | +547.7% | -450.6% | +56.5% |
| 5Y | +151.6% | +337.5% | -185.9% | +104.7% |
| 10Y | +81.0% | +887.4% | -806.4% | +32.9% |
| All | -74.0% | +702.4% | -776.4% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling