+320.5%
TMUS vs USO
-64.4%
+384.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +9.5% | -9.4% | -1.5% |
| 30D | +5.3% | +23.6% | -18.3% | +1.2% |
| 3M | +3.1% | +3.8% | -0.7% | +1.6% |
| 6M | -16.5% | +55.0% | -71.5% | -24.6% |
| YTD | -9.2% | +105.3% | -114.4% | -22.4% |
| 1Y | -26.5% | +91.4% | -117.9% | -36.6% |
| 3Y | +39.0% | +84.6% | -45.5% | +18.0% |
| 5Y | +40.4% | +191.7% | -151.4% | +3.2% |
| 10Y | +303.7% | +73.3% | +230.4% | +207.9% |
| All | +320.5% | -64.4% | +384.9% | +323.9% |
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