+323.5%
TSM vs USO
+98.4%
+225.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.0% |
| 7D | -2.1% | -10.6% | +8.5% | -2.2% |
| 30D | -12.5% | -4.6% | -8.0% | -12.6% |
| 3M | -5.0% | +12.3% | -17.3% | -5.1% |
| 6M | -3.2% | +5.9% | -9.1% | -3.2% |
| YTD | +31.5% | +104.5% | -73.0% | +13.5% |
| 1Y | +35.7% | +97.3% | -61.6% | +18.2% |
| 3Y | +323.5% | +97.0% | +226.5% | +258.3% |
| All | +323.5% | +98.4% | +225.1% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling