+102.2%
USO vs TW
+20.8%
+81.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.0% | -9.1% | -8.2% |
| 7D | -12.7% | +6.0% | -18.7% | -13.6% |
| 30D | +1.0% | +18.6% | -17.6% | -1.9% |
| 3M | +25.6% | +26.5% | -1.0% | +20.4% |
| 6M | -1.5% | +13.1% | -14.6% | -2.0% |
| YTD | +110.3% | +18.5% | +91.7% | +113.3% |
| 1Y | +102.2% | +21.7% | +80.4% | +103.1% |
| All | +102.2% | +20.8% | +81.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling