-73.9%
USO vs TT
+2,242.2%
-2,316.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +9.5% | 0.0% | +9.5% | +9.4% |
| 30D | +23.6% | -7.2% | +30.7% | +25.9% |
| 3M | +3.8% | -3.0% | +6.8% | +4.0% |
| 6M | +55.0% | +1.4% | +53.7% | +51.8% |
| YTD | +105.3% | +15.9% | +89.4% | +92.9% |
| 1Y | +91.4% | +9.4% | +81.9% | +82.2% |
| 3Y | +84.6% | +124.4% | -39.8% | +36.8% |
| 5Y | +191.7% | +138.0% | +53.7% | +107.3% |
| 10Y | +73.3% | +886.4% | -813.1% | -25.7% |
| All | -73.9% | +2,242.2% | -2,316.1% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling