-73.2%
USO vs TTMI
+409.1%
-482.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | 0.0% |
| 7D | -1.9% | +11.4% | -13.3% | -3.5% |
| 30D | -5.2% | -28.3% | +23.1% | -2.5% |
| 3M | +16.4% | -46.7% | +63.1% | +23.4% |
| 6M | +2.5% | -56.1% | +58.6% | +9.9% |
| YTD | +110.5% | +7.4% | +103.1% | +90.4% |
| 1Y | +108.4% | +17.4% | +91.0% | +84.5% |
| 3Y | +99.6% | +429.1% | -329.5% | +31.4% |
| 5Y | +160.1% | +418.8% | -258.7% | +66.2% |
| 10Y | +86.3% | +411.2% | -325.0% | +13.6% |
| All | -73.2% | +409.1% | -482.4% | -87.3% |
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