+84.4%
TSM vs USO
+92.2%
-7.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.8% |
| 7D | +2.7% | +9.5% | -6.7% | +4.6% |
| 30D | +3.6% | +23.6% | -20.0% | +8.2% |
| 3M | -3.4% | +3.8% | -7.2% | -2.4% |
| 6M | +20.6% | +55.0% | -34.4% | +30.6% |
| YTD | +41.9% | +105.3% | -63.4% | +48.3% |
| 1Y | +84.4% | +91.4% | -7.0% | +99.2% |
| All | +84.4% | +92.2% | -7.8% | +99.2% |
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