+102.1%
USO vs TXG
+39.1%
+63.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.6% |
| 7D | +11.5% | +5.0% | +6.5% | +11.6% |
| 30D | +24.1% | +13.5% | +10.6% | +24.6% |
| 3M | +17.9% | +128.0% | -110.1% | +21.2% |
| 6M | +49.6% | +224.4% | -174.8% | +54.9% |
| YTD | +129.0% | +307.0% | -178.0% | +135.5% |
| 1Y | +112.0% | +427.2% | -315.3% | +116.7% |
| All | +102.1% | +39.1% | +63.0% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling