+411.0%
TSM vs USO
+86.9%
+324.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.4% |
| 7D | +6.0% | +3.6% | +2.5% | +6.0% |
| 30D | +4.5% | +23.8% | -19.3% | +4.5% |
| 3M | +3.1% | +8.1% | -5.0% | +3.3% |
| 6M | +30.2% | +34.3% | -4.0% | +26.4% |
| YTD | +45.2% | +111.1% | -65.9% | +27.2% |
| 1Y | +79.6% | +99.9% | -20.4% | +59.3% |
| 3Y | +411.0% | +86.5% | +324.5% | +337.5% |
| All | +411.0% | +86.9% | +324.1% | +337.5% |
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