+82.0%
USO vs TSN
-4.9%
+86.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | +9.1% | +3.0% | +6.1% | +8.5% |
| 30D | +21.7% | -4.2% | +25.9% | +22.6% |
| 3M | +20.2% | -3.9% | +24.1% | +20.5% |
| 6M | +43.4% | -9.8% | +53.2% | +45.1% |
| YTD | +124.0% | -7.3% | +131.2% | +125.0% |
| 1Y | +112.2% | -2.2% | +114.4% | +110.4% |
| 3Y | +97.7% | +11.9% | +85.8% | +86.7% |
| 5Y | +217.4% | -16.9% | +234.4% | +217.2% |
| All | +82.0% | -4.9% | +86.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling