+49.9%
USO vs TW
+206.7%
-156.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | +9.1% | -4.5% | +13.6% | +10.3% |
| 30D | +21.7% | -2.3% | +23.9% | +22.2% |
| 3M | +20.2% | +2.6% | +17.6% | +18.8% |
| 6M | +43.4% | -17.5% | +60.9% | +49.8% |
| YTD | +124.0% | -5.3% | +129.3% | +125.4% |
| 1Y | +112.2% | -14.8% | +127.0% | +119.1% |
| 3Y | +97.7% | +18.8% | +78.8% | +82.3% |
| 5Y | +217.4% | +20.7% | +196.7% | +184.1% |
| All | +49.9% | +206.7% | -156.8% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling