+98.1%
USO vs TT
+89.7%
+8.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | +0.5% |
| 7D | -12.1% | -2.0% | -10.1% | -12.3% |
| 30D | +3.1% | -14.0% | +17.1% | +1.0% |
| 3M | +24.9% | -15.9% | +40.7% | +22.3% |
| 6M | +10.8% | -17.3% | +28.1% | +8.8% |
| YTD | +114.6% | +4.0% | +110.6% | +111.5% |
| 1Y | +109.4% | -7.1% | +116.5% | +107.3% |
| 3Y | +98.1% | +90.2% | +7.9% | +116.3% |
| All | +98.1% | +89.7% | +8.4% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling