+86.5%
USO vs TAP
-31.5%
+118.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +2.4% |
| 7D | +3.6% | -2.3% | +5.9% | +3.3% |
| 30D | +23.8% | -9.4% | +33.2% | +22.4% |
| 3M | +8.1% | -0.8% | +8.9% | +8.0% |
| 6M | +34.3% | -14.7% | +49.0% | +32.8% |
| YTD | +111.1% | -13.9% | +125.1% | +109.1% |
| 1Y | +99.9% | -18.6% | +118.6% | +97.4% |
| 3Y | +86.5% | -32.0% | +118.5% | +86.3% |
| All | +86.5% | -31.5% | +118.0% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling