+86.1%
USO vs TXT
+103.1%
-17.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.8% |
| 7D | +11.5% | -0.2% | +11.7% | +11.5% |
| 30D | +24.1% | -10.2% | +34.3% | +27.2% |
| 3M | +17.9% | -13.3% | +31.2% | +21.3% |
| 6M | +49.6% | -14.4% | +64.0% | +53.2% |
| YTD | +129.0% | -9.1% | +138.1% | +129.9% |
| 1Y | +112.0% | -2.2% | +114.2% | +108.0% |
| 3Y | +102.3% | +5.1% | +97.2% | +90.3% |
| 5Y | +224.5% | +12.8% | +211.7% | +192.4% |
| All | +86.1% | +103.1% | -17.0% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling