+102.2%
USO vs TXG
+406.9%
-304.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -7.7% |
| 7D | -12.7% | -19.3% | +6.6% | -14.8% |
| 30D | +1.0% | -30.9% | +31.9% | -3.0% |
| 3M | +25.6% | +41.1% | -15.5% | +34.4% |
| 6M | -1.5% | +211.9% | -213.4% | +24.5% |
| YTD | +110.3% | +314.0% | -203.7% | +162.2% |
| 1Y | +102.2% | +405.4% | -303.2% | +151.6% |
| All | +102.2% | +406.9% | -304.8% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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