+19.6%
TMO vs USO
+96.2%
-76.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.0% |
| 7D | -0.6% | +9.1% | -9.8% | -0.1% |
| 30D | +1.1% | +21.7% | -20.6% | +2.5% |
| 3M | +28.3% | +20.2% | +8.1% | +30.3% |
| 6M | +23.3% | +43.4% | -20.1% | +26.3% |
| YTD | +5.5% | +124.0% | -118.5% | +8.2% |
| 1Y | +24.5% | +112.2% | -87.6% | +27.8% |
| 3Y | +19.6% | +97.7% | -78.1% | +21.2% |
| All | +19.6% | +96.2% | -76.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling