+41.3%
USO vs TW
+211.4%
-170.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.6% |
| 7D | +3.6% | -3.5% | +7.0% | +4.4% |
| 30D | +23.8% | +0.5% | +23.3% | +23.5% |
| 3M | +8.1% | +4.9% | +3.1% | +6.2% |
| 6M | +34.3% | -17.1% | +51.4% | +40.1% |
| YTD | +111.1% | -3.9% | +115.0% | +111.7% |
| 1Y | +99.9% | -13.3% | +113.2% | +105.5% |
| 3Y | +86.5% | +20.9% | +65.6% | +71.2% |
| 5Y | +200.5% | +20.5% | +180.0% | +169.9% |
| All | +41.3% | +211.4% | -170.1% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling