+224.5%
USO vs TW
+19.6%
+204.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.7% |
| 7D | +11.5% | -2.7% | +14.2% | +11.8% |
| 30D | +24.1% | -1.7% | +25.9% | +24.3% |
| 3M | +17.9% | +1.6% | +16.3% | +17.6% |
| 6M | +49.6% | -17.7% | +67.3% | +52.4% |
| YTD | +129.0% | -4.3% | +133.4% | +130.3% |
| 1Y | +112.0% | -13.1% | +125.1% | +114.9% |
| 3Y | +102.3% | +20.3% | +82.0% | +101.9% |
| 5Y | +224.5% | +22.0% | +202.6% | +212.7% |
| All | +224.5% | +19.6% | +204.9% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling