-73.9%
USO vs TAP
+100.3%
-174.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +9.5% | -2.3% | +11.8% | +10.0% |
| 30D | +23.6% | -2.1% | +25.7% | +24.0% |
| 3M | +3.8% | +6.6% | -2.8% | +1.7% |
| 6M | +55.0% | -11.5% | +66.5% | +58.2% |
| YTD | +105.3% | -10.3% | +115.5% | +108.1% |
| 1Y | +91.4% | -14.4% | +105.8% | +95.6% |
| 3Y | +84.6% | -28.3% | +112.8% | +93.4% |
| 5Y | +191.7% | +1.7% | +190.0% | +171.2% |
| 10Y | +73.3% | -49.2% | +122.5% | +85.7% |
| All | -73.9% | +100.3% | -174.2% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling