-21.2%
TMUS vs USO
+102.2%
-123.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.1% | +11.1% | +3.1% |
| 7D | +7.5% | -12.7% | +20.2% | +7.5% |
| 30D | -3.3% | +1.0% | -4.3% | -3.7% |
| 3M | -9.7% | +25.6% | -35.3% | -10.3% |
| 6M | -17.2% | -1.5% | -15.7% | -16.9% |
| YTD | -20.3% | +110.3% | -130.6% | -21.1% |
| 1Y | -21.2% | +102.2% | -123.4% | -21.3% |
| All | -21.2% | +102.2% | -123.4% | -21.3% |
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