+112.6%
USO vs TSLQ
-97.2%
+209.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +9.1% | -6.6% | +15.7% | +9.1% |
| 30D | +21.7% | -24.3% | +46.0% | +21.8% |
| 3M | +20.2% | -3.6% | +23.8% | +20.3% |
| 6M | +43.4% | -12.0% | +55.3% | +43.6% |
| YTD | +124.0% | +1.4% | +122.6% | +125.5% |
| 1Y | +112.2% | -43.6% | +155.7% | +111.1% |
| 3Y | +97.7% | -95.4% | +193.0% | +92.0% |
| All | +112.6% | -97.2% | +209.8% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling