-73.2%
USO vs TAP
+95.7%
-168.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | -1.4% | -6.3% | +4.9% | -0.1% |
| 30D | -4.6% | +2.7% | -7.3% | -5.5% |
| 3M | +14.7% | -3.7% | +18.5% | +15.0% |
| 6M | +1.2% | -2.0% | +3.3% | +0.6% |
| YTD | +111.2% | -12.3% | +123.6% | +114.3% |
| 1Y | +109.3% | -10.1% | +119.4% | +110.8% |
| 3Y | +103.5% | -25.3% | +128.7% | +110.1% |
| 5Y | +160.9% | -1.9% | +162.9% | +144.0% |
| 10Y | +86.9% | -47.8% | +134.7% | +97.6% |
| All | -73.2% | +95.7% | -168.8% | -79.3% |
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 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