+214.1%
USO vs TXT
+13.4%
+200.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +6.2% | +0.8% | +5.4% | +6.2% |
| 30D | +19.1% | -10.4% | +29.5% | +20.2% |
| 3M | +14.2% | -14.3% | +28.6% | +15.7% |
| 6M | +43.7% | -15.1% | +58.8% | +45.5% |
| YTD | +116.8% | -8.3% | +125.2% | +115.6% |
| 1Y | +104.3% | -0.7% | +105.1% | +99.8% |
| 3Y | +91.5% | +6.0% | +85.6% | +80.4% |
| 5Y | +214.1% | +12.5% | +201.6% | +190.9% |
| All | +214.1% | +13.4% | +200.7% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling