+213.1%
USO vs TXG
-62.8%
+275.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.2% |
| 7D | +9.1% | +9.5% | -0.4% | +9.2% |
| 30D | +21.7% | +18.8% | +2.9% | +22.0% |
| 3M | +20.2% | +136.1% | -115.9% | +21.8% |
| 6M | +43.4% | +235.2% | -191.9% | +45.5% |
| YTD | +124.0% | +320.5% | -196.6% | +126.3% |
| 1Y | +112.2% | +425.2% | -313.0% | +113.5% |
| 3Y | +97.7% | +42.9% | +54.8% | +98.6% |
| All | +213.1% | -62.8% | +275.8% | +205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling