-72.7%
USO vs TT
+2,000.9%
-2,073.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.5% |
| 7D | -12.1% | -2.0% | -10.1% | -11.7% |
| 30D | +3.1% | -14.0% | +17.1% | +7.0% |
| 3M | +24.9% | -15.9% | +40.7% | +29.9% |
| 6M | +10.8% | -17.3% | +28.1% | +15.1% |
| YTD | +114.6% | +4.0% | +110.6% | +106.5% |
| 1Y | +109.4% | -7.1% | +116.5% | +107.9% |
| 3Y | +98.1% | +90.2% | +7.9% | +54.2% |
| 5Y | +162.4% | +131.1% | +31.3% | +86.0% |
| 10Y | +85.9% | +777.7% | -691.8% | -18.1% |
| All | -72.7% | +2,000.9% | -2,073.6% | -92.8% |
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 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