-26.5%
TMUS vs USO
+92.2%
-118.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +0.1% | +9.5% | -9.4% | +0.1% |
| 30D | +5.3% | +23.6% | -18.3% | +5.1% |
| 3M | +3.1% | +3.8% | -0.7% | +3.3% |
| 6M | -16.5% | +55.0% | -71.5% | -15.5% |
| YTD | -9.2% | +105.3% | -114.4% | -5.3% |
| 1Y | -26.5% | +91.4% | -117.9% | -24.0% |
| All | -26.5% | +92.2% | -118.7% | -24.0% |
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