+214.1%
USO vs TT
+143.3%
+70.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +6.2% | +1.4% | +4.8% | +6.3% |
| 30D | +19.1% | -6.7% | +25.8% | +18.7% |
| 3M | +14.2% | -5.4% | +19.6% | +14.1% |
| 6M | +43.7% | +4.4% | +39.4% | +44.0% |
| YTD | +116.8% | +14.9% | +101.9% | +116.3% |
| 1Y | +104.3% | +9.3% | +95.1% | +104.0% |
| 3Y | +91.5% | +121.7% | -30.2% | +88.6% |
| 5Y | +214.1% | +148.2% | +65.9% | +241.8% |
| All | +214.1% | +143.3% | +70.8% | +241.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling