+724.1%
EEM vs THC
+358.5%
+365.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -2.8% | +3.7% | -6.5% | -3.4% |
| 30D | -11.9% | +9.0% | -21.0% | -13.3% |
| 3M | -8.8% | +10.4% | -19.2% | -10.4% |
| 6M | -11.6% | +45.7% | -57.3% | -17.7% |
| YTD | +9.0% | +42.6% | -33.6% | +1.4% |
| 1Y | +10.6% | +38.8% | -28.2% | +3.1% |
| 3Y | +64.4% | +418.8% | -354.5% | +19.7% |
| 5Y | +31.0% | +275.7% | -244.6% | -3.1% |
| 10Y | +105.6% | +1,496.2% | -1,390.6% | -1.4% |
| All | +724.1% | +358.5% | +365.6% | +246.7% |
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