+77.0%
USO vs TAP
-51.4%
+128.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +6.2% | -5.1% | +11.3% | +7.1% |
| 30D | +19.1% | -8.4% | +27.5% | +20.7% |
| 3M | +14.2% | -3.9% | +18.1% | +14.5% |
| 6M | +43.7% | -14.4% | +58.1% | +46.9% |
| YTD | +116.8% | -14.7% | +131.6% | +121.1% |
| 1Y | +104.3% | -18.7% | +123.0% | +109.9% |
| 3Y | +91.5% | -32.6% | +124.2% | +101.8% |
| 5Y | +214.1% | -1.4% | +215.5% | +191.2% |
| 10Y | +77.0% | -50.4% | +127.4% | +79.7% |
| All | +77.0% | -51.4% | +128.4% | +79.7% |
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