+1,683.9%
TMO vs USO
-71.6%
+1,755.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -0.6% | +9.1% | -9.8% | -1.7% |
| 30D | +1.1% | +21.7% | -20.6% | -1.2% |
| 3M | +28.3% | +20.2% | +8.1% | +25.2% |
| 6M | +23.3% | +43.4% | -20.1% | +16.4% |
| YTD | +5.5% | +124.0% | -118.5% | -6.5% |
| 1Y | +24.5% | +112.2% | -87.6% | +11.1% |
| 3Y | +19.6% | +97.7% | -78.1% | +6.2% |
| 5Y | +8.1% | +217.4% | -209.3% | -12.6% |
| 10Y | +336.7% | +82.8% | +253.9% | +268.4% |
| All | +1,683.9% | -71.6% | +1,755.5% | +1,919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling