+100.5%
USO vs TSLQ
-97.3%
+197.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.0% | +10.8% | +2.9% |
| 7D | +3.6% | -8.6% | +12.1% | +3.6% |
| 30D | +23.8% | -24.9% | +48.7% | +23.9% |
| 3M | +8.1% | -1.5% | +9.6% | +8.2% |
| 6M | +34.3% | -18.1% | +52.3% | +34.2% |
| YTD | +111.1% | -0.1% | +111.3% | +112.6% |
| 1Y | +99.9% | -51.4% | +151.3% | +98.2% |
| 3Y | +86.5% | -95.9% | +182.4% | +80.4% |
| All | +100.5% | -97.3% | +197.7% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling