+285.0%
TSM vs USO
+213.6%
+71.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.8% | +6.2% | -1.5% | +4.5% |
| 30D | +4.0% | +19.1% | -15.1% | +3.3% |
| 3M | +2.0% | +14.2% | -12.2% | +1.4% |
| 6M | +25.5% | +43.7% | -18.2% | +20.5% |
| YTD | +44.0% | +116.8% | -72.8% | +29.5% |
| 1Y | +75.4% | +104.3% | -28.9% | +59.1% |
| 3Y | +406.7% | +91.5% | +315.2% | +357.2% |
| 5Y | +285.0% | +214.1% | +70.9% | +198.9% |
| All | +285.0% | +213.6% | +71.4% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling