-72.7%
USO vs THC
+718.9%
-791.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -12.1% | +3.7% | -15.8% | -12.6% |
| 30D | +3.1% | +9.0% | -5.9% | +2.0% |
| 3M | +24.9% | +10.4% | +14.5% | +23.1% |
| 6M | +10.8% | +45.7% | -34.9% | +5.2% |
| YTD | +114.6% | +42.6% | +72.0% | +102.7% |
| 1Y | +109.4% | +38.8% | +70.6% | +98.1% |
| 3Y | +98.1% | +418.8% | -320.7% | +56.1% |
| 5Y | +162.4% | +275.7% | -113.2% | +108.7% |
| 10Y | +85.9% | +1,496.2% | -1,410.3% | +13.7% |
| All | -72.7% | +718.9% | -791.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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