-73.2%
USO vs TSN
+543.2%
-616.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | -5.2% | +8.5% | -13.7% | -6.8% |
| 3M | +16.4% | +5.3% | +11.2% | +15.0% |
| 6M | +2.5% | -10.5% | +13.0% | +4.0% |
| YTD | +110.5% | +3.0% | +107.5% | +107.0% |
| 1Y | +108.4% | +12.1% | +96.3% | +101.2% |
| 3Y | +99.6% | +43.1% | +56.5% | +80.2% |
| 5Y | +160.1% | -15.1% | +175.1% | +159.4% |
| 10Y | +86.3% | +14.8% | +71.5% | +67.1% |
| All | -73.2% | +543.2% | -616.5% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling