+29.7%
EMB vs THC
+952.2%
-922.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | 0.0% |
| 7D | +0.3% | -2.6% | +2.8% | +0.4% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | +0.3% | +58.9% | -58.6% | -2.7% |
| 6M | +1.2% | +9.3% | -8.2% | +0.3% |
| YTD | +1.5% | +30.4% | -28.9% | -0.6% |
| 1Y | +4.8% | +34.6% | -29.8% | +2.3% |
| 3Y | +30.4% | +246.7% | -216.3% | +18.6% |
| 5Y | +7.3% | +244.5% | -237.3% | -4.0% |
| 10Y | +29.7% | +950.1% | -920.4% | +4.0% |
| All | +29.7% | +952.2% | -922.5% | +4.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling