+86.5%
USO vs TT
+121.9%
-35.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.8% |
| 7D | +3.6% | +1.6% | +2.0% | +3.8% |
| 30D | +23.8% | -7.3% | +31.1% | +22.7% |
| 3M | +8.1% | -2.6% | +10.6% | +8.0% |
| 6M | +34.3% | +5.9% | +28.4% | +35.3% |
| YTD | +111.1% | +15.4% | +95.7% | +112.3% |
| 1Y | +99.9% | +8.2% | +91.7% | +101.0% |
| 3Y | +86.5% | +122.7% | -36.2% | +106.5% |
| All | +86.5% | +121.9% | -35.4% | +106.5% |
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