+81.0%
USO vs TT
+748.9%
-667.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | -2.7% | +3.5% | -6.2% | -3.3% |
| 30D | -6.3% | -11.0% | +4.7% | -4.8% |
| 3M | +10.9% | -12.0% | +22.9% | +12.7% |
| 6M | +2.0% | -10.4% | +12.5% | +3.1% |
| YTD | +104.6% | +9.9% | +94.6% | +96.6% |
| 1Y | +94.5% | +1.5% | +93.1% | +90.1% |
| 3Y | +97.1% | +93.7% | +3.4% | +60.2% |
| 5Y | +151.6% | +139.2% | +12.4% | +90.1% |
| 10Y | +81.0% | +741.5% | -660.5% | -1.1% |
| All | +81.0% | +748.9% | -667.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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