+296.2%
TMUS vs USO
-63.4%
+359.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -1.2% |
| 7D | +6.5% | -1.4% | +7.9% | +6.7% |
| 30D | +11.3% | -4.6% | +15.8% | +11.8% |
| 3M | -2.9% | +14.7% | -17.6% | -5.8% |
| 6M | -10.5% | +1.2% | -11.8% | -12.0% |
| YTD | -14.4% | +111.2% | -125.6% | -27.7% |
| 1Y | -17.9% | +109.3% | -127.2% | -30.6% |
| 3Y | +21.9% | +103.5% | -81.6% | +1.2% |
| 5Y | +52.1% | +160.9% | -108.8% | +14.6% |
| 10Y | +242.4% | +86.9% | +155.5% | +155.5% |
| All | +296.2% | -63.4% | +359.6% | +295.3% |
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 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