+63.4%
USO vs TXG
+24.6%
+38.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.7% |
| 7D | +6.2% | +9.1% | -2.9% | +6.3% |
| 30D | +19.1% | +14.9% | +4.2% | +19.1% |
| 3M | +14.2% | +120.0% | -105.8% | +14.6% |
| 6M | +43.7% | +221.8% | -178.1% | +44.0% |
| YTD | +116.8% | +312.6% | -195.7% | +115.9% |
| 1Y | +104.3% | +398.4% | -294.1% | +102.5% |
| 3Y | +91.5% | +42.1% | +49.5% | +91.2% |
| 5Y | +214.1% | -63.5% | +277.5% | +217.8% |
| All | +63.4% | +24.6% | +38.8% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling