-73.2%
USO vs TXT
+102.4%
-175.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.1% | +3.7% |
| 7D | -1.4% | -1.1% | -0.4% | -1.3% |
| 30D | -4.6% | +13.3% | -17.8% | -7.6% |
| 3M | +14.7% | -5.1% | +19.9% | +15.6% |
| 6M | +1.2% | -7.1% | +8.4% | +1.9% |
| YTD | +111.2% | -3.2% | +114.4% | +108.7% |
| 1Y | +109.3% | +2.3% | +107.0% | +103.9% |
| 3Y | +103.5% | +11.1% | +92.4% | +91.1% |
| 5Y | +160.9% | +10.0% | +150.9% | +141.6% |
| 10Y | +86.9% | +91.1% | -4.2% | +43.2% |
| All | -73.2% | +102.4% | -175.5% | -83.8% |
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