-73.2%
USO vs TTMI
+789.0%
-862.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.5% |
| 7D | +3.6% | +12.2% | -8.6% | +1.9% |
| 30D | +23.8% | -5.7% | +29.5% | +24.2% |
| 3M | +8.1% | -27.5% | +35.5% | +11.2% |
| 6M | +34.3% | +47.1% | -12.9% | +21.8% |
| YTD | +111.1% | +87.5% | +23.7% | +81.4% |
| 1Y | +99.9% | +175.2% | -75.3% | +58.9% |
| 3Y | +86.5% | +901.9% | -815.4% | +14.5% |
| 5Y | +200.5% | +843.5% | -642.9% | +80.9% |
| 10Y | +66.5% | +1,077.0% | -1,010.4% | -8.5% |
| All | -73.2% | +789.0% | -862.2% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling