+25.8%
TMO vs USO
+92.2%
-66.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.4% | +9.5% | -10.8% | -0.2% |
| 30D | +6.2% | +23.6% | -17.4% | +9.1% |
| 3M | +27.5% | +3.8% | +23.6% | +28.4% |
| 6M | +20.0% | +55.0% | -35.1% | +28.2% |
| YTD | +6.1% | +105.3% | -99.1% | +15.0% |
| 1Y | +25.8% | +91.4% | -65.5% | +34.4% |
| All | +25.8% | +92.2% | -66.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 1y: compounded portfolio wealth divided by compounded USO 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…
1y analysis · Full analysis span regression · 6 months rolling