+1,757.1%
TSM vs USO
+90.4%
+1,666.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -2.3% |
| 7D | +2.6% | +11.5% | -8.8% | +1.4% |
| 30D | +1.4% | +24.1% | -22.7% | -1.1% |
| 3M | +5.0% | +17.9% | -13.0% | +2.6% |
| 6M | +24.0% | +49.6% | -25.7% | +15.7% |
| YTD | +41.6% | +129.0% | -87.4% | +22.7% |
| 1Y | +66.2% | +112.0% | -45.8% | +45.8% |
| 3Y | +398.2% | +102.3% | +295.9% | +335.5% |
| 5Y | +277.6% | +224.5% | +53.1% | +198.4% |
| All | +1,757.1% | +90.4% | +1,666.8% | +1,495.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling