+102.2%
USO vs TXT
+9.2%
+93.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.3% | -6.8% | -8.5% |
| 7D | -12.7% | +10.6% | -23.3% | -9.4% |
| 30D | +1.0% | +14.4% | -13.4% | +6.3% |
| 3M | +25.6% | -2.7% | +28.3% | +22.9% |
| 6M | -1.5% | -4.7% | +3.2% | -3.1% |
| YTD | +110.3% | -0.5% | +110.8% | +100.7% |
| 1Y | +102.2% | +8.7% | +93.4% | +95.7% |
| All | +102.2% | +9.2% | +93.0% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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