+68.2%
EFA vs THC
+253.4%
-185.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.3% |
| 7D | +1.2% | -2.6% | +3.7% | +1.5% |
| 30D | -0.7% | -1.2% | +0.4% | -0.6% |
| 3M | +6.4% | +58.9% | -52.5% | +0.6% |
| 6M | +11.4% | +9.3% | +2.0% | +9.8% |
| YTD | +14.0% | +30.4% | -16.4% | +9.8% |
| 1Y | +20.2% | +34.6% | -14.4% | +15.0% |
| 3Y | +68.2% | +246.7% | -178.5% | +39.0% |
| All | +68.2% | +253.4% | -185.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling