-73.9%
USO vs TXT
+89.7%
-163.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.5% | -4.8% | +14.2% | +10.6% |
| 30D | +23.6% | -10.6% | +34.2% | +26.7% |
| 3M | +3.8% | -13.2% | +17.0% | +6.7% |
| 6M | +55.0% | -20.3% | +75.4% | +61.4% |
| YTD | +105.3% | -9.3% | +114.5% | +106.6% |
| 1Y | +91.4% | -2.7% | +94.1% | +89.0% |
| 3Y | +84.6% | +1.4% | +83.2% | +77.6% |
| 5Y | +191.7% | +9.6% | +182.2% | +170.7% |
| 10Y | +73.3% | +94.9% | -21.6% | +32.5% |
| All | -73.9% | +89.7% | -163.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling