+29.8%
EEM vs THC
+274.4%
-244.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -2.8% | +3.7% | -6.5% | -3.2% |
| 30D | -11.9% | +9.0% | -21.0% | -12.9% |
| 3M | -8.8% | +10.4% | -19.2% | -9.9% |
| 6M | -11.6% | +45.7% | -57.3% | -16.1% |
| YTD | +9.0% | +42.6% | -33.6% | +3.5% |
| 1Y | +10.6% | +38.8% | -28.2% | +5.2% |
| 3Y | +64.4% | +418.8% | -354.5% | +26.7% |
| All | +29.8% | +274.4% | -244.5% | +2.0% |
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