+82.0%
USO vs TTMI
+1,127.6%
-1,045.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.5% | -2.5% |
| 7D | +9.1% | +0.7% | +8.4% | +9.0% |
| 30D | +21.7% | -8.4% | +30.1% | +22.3% |
| 3M | +20.2% | -32.5% | +52.7% | +23.4% |
| 6M | +43.4% | +32.5% | +10.9% | +35.8% |
| YTD | +124.0% | +83.2% | +40.7% | +99.9% |
| 1Y | +112.2% | +161.7% | -49.5% | +77.2% |
| 3Y | +97.7% | +890.1% | -792.5% | +28.4% |
| 5Y | +217.4% | +832.4% | -615.0% | +101.5% |
| All | +82.0% | +1,127.6% | -1,045.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling