+81.0%
USO vs TAP
-47.8%
+128.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.7% | -8.0% | +5.3% | -1.5% |
| 30D | -6.3% | +4.1% | -10.4% | -7.2% |
| 3M | +10.9% | -4.4% | +15.2% | +11.2% |
| 6M | +2.0% | -1.9% | +4.0% | +1.5% |
| YTD | +104.6% | -12.1% | +116.6% | +106.8% |
| 1Y | +94.5% | -12.0% | +106.6% | +96.5% |
| 3Y | +97.1% | -25.0% | +122.1% | +102.2% |
| 5Y | +151.6% | -1.1% | +152.7% | +133.6% |
| 10Y | +81.0% | -47.6% | +128.6% | +75.9% |
| All | +81.0% | -47.8% | +128.8% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling