+46.6%
EEM vs THC
+258.2%
-211.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | +2.0% | +4.1% | -2.1% | +1.5% |
| 30D | +5.1% | +3.5% | +1.6% | +4.6% |
| 3M | +4.6% | +61.7% | -57.2% | -1.8% |
| 6M | +17.8% | +11.8% | +5.9% | +15.7% |
| YTD | +25.8% | +35.4% | -9.6% | +20.3% |
| 1Y | +36.4% | +37.0% | -0.6% | +29.9% |
| 3Y | +90.0% | +260.1% | -170.1% | +54.8% |
| 5Y | +46.6% | +262.6% | -216.0% | +17.6% |
| All | +46.6% | +258.2% | -211.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling