+91.4%
USO vs TSLQ
-50.5%
+141.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | -1.4% |
| 7D | +9.5% | -5.8% | +15.2% | +9.9% |
| 30D | +23.6% | -22.1% | +45.7% | +26.5% |
| 3M | +3.8% | +10.1% | -6.2% | +1.2% |
| 6M | +55.0% | -6.8% | +61.8% | +54.9% |
| YTD | +105.3% | +8.5% | +96.7% | +106.8% |
| 1Y | +91.4% | -49.7% | +141.1% | +91.1% |
| All | +91.4% | -50.5% | +141.9% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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