+66.2%
TSM vs USO
+114.0%
-47.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -0.6% |
| 7D | +2.6% | +11.5% | -8.8% | +4.9% |
| 30D | +1.4% | +24.1% | -22.7% | +5.9% |
| 3M | +5.0% | +17.9% | -13.0% | +8.8% |
| 6M | +24.0% | +49.6% | -25.7% | +35.6% |
| YTD | +41.6% | +129.0% | -87.4% | +51.0% |
| 1Y | +66.2% | +112.0% | -45.8% | +84.2% |
| All | +66.2% | +114.0% | -47.9% | +84.2% |
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