-73.9%
USO vs TSEM
+1,022.9%
-1,096.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | -0.7% |
| 7D | +9.5% | +6.9% | +2.6% | +8.8% |
| 30D | +23.6% | +5.3% | +18.3% | +22.8% |
| 3M | +3.8% | -14.9% | +18.7% | +4.2% |
| 6M | +55.0% | +80.0% | -25.0% | +44.1% |
| YTD | +105.3% | +89.4% | +15.9% | +89.2% |
| 1Y | +91.4% | +253.1% | -161.7% | +65.6% |
| 3Y | +84.6% | +642.1% | -557.6% | +46.6% |
| 5Y | +191.7% | +659.1% | -467.4% | +128.0% |
| 10Y | +73.3% | +1,291.4% | -1,218.1% | +24.9% |
| All | -73.9% | +1,022.9% | -1,096.8% | -83.7% |
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