+112.2%
USO vs TXG
+453.6%
-341.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -1.8% |
| 7D | +9.1% | +9.5% | -0.4% | +10.3% |
| 30D | +21.7% | +18.8% | +2.9% | +24.3% |
| 3M | +20.2% | +136.1% | -115.9% | +36.4% |
| 6M | +43.4% | +235.2% | -191.9% | +71.3% |
| YTD | +124.0% | +320.5% | -196.6% | +163.6% |
| 1Y | +112.2% | +425.2% | -313.0% | +146.5% |
| All | +112.2% | +453.6% | -341.4% | +146.5% |
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