+19.2%
FXI vs THC
+1,813.2%
-1,794.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.2% | +1.0% | -5.2% | -4.3% |
| 30D | -1.1% | +5.3% | -6.4% | -1.7% |
| 3M | -4.0% | +7.1% | -11.1% | -4.7% |
| 6M | -11.8% | +46.0% | -57.9% | -15.5% |
| YTD | -11.9% | +43.9% | -55.8% | -15.7% |
| 1Y | -16.1% | +45.4% | -61.6% | -19.9% |
| 3Y | +38.8% | +421.3% | -382.5% | +14.6% |
| 5Y | -9.1% | +261.5% | -270.5% | -23.8% |
| All | +19.2% | +1,813.2% | -1,794.1% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling