+43.0%
TMUS vs USO
+198.8%
-155.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | -0.3% | +3.6% | -3.8% | -0.3% |
| 30D | +3.1% | +23.8% | -20.6% | +3.0% |
| 3M | +2.4% | +8.1% | -5.6% | +2.4% |
| 6M | -17.1% | +34.3% | -51.3% | -17.1% |
| YTD | -9.1% | +111.1% | -120.2% | -9.0% |
| 1Y | -23.6% | +99.9% | -123.6% | -23.6% |
| 3Y | +38.8% | +86.5% | -47.7% | +38.7% |
| 5Y | +43.0% | +200.5% | -157.6% | +26.7% |
| All | +43.0% | +198.8% | -155.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling