+91.4%
USO vs TXT
+5.5%
+85.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +6.2% | +0.8% | +5.4% | +6.3% |
| 30D | +19.1% | -10.4% | +29.5% | +18.6% |
| 3M | +14.2% | -14.3% | +28.6% | +13.9% |
| 6M | +43.7% | -15.1% | +58.8% | +43.8% |
| YTD | +116.8% | -8.3% | +125.2% | +113.7% |
| 1Y | +104.3% | -0.7% | +105.1% | +98.9% |
| All | +91.4% | +5.5% | +85.9% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling