+210.8%
FXI vs THC
+549.1%
-338.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +4.4% | +7.5% | -3.1% | +3.2% |
| 30D | +1.2% | +9.6% | -8.3% | -0.3% |
| 3M | -4.2% | +10.3% | -14.4% | -5.8% |
| 6M | -6.2% | +51.8% | -58.0% | -12.8% |
| YTD | -8.8% | +45.4% | -54.2% | -15.1% |
| 1Y | -11.6% | +40.8% | -52.4% | -17.4% |
| 3Y | +45.1% | +448.8% | -403.7% | +6.4% |
| 5Y | -1.2% | +263.4% | -264.6% | -25.3% |
| 10Y | +20.1% | +1,800.1% | -1,780.0% | -42.8% |
| All | +210.8% | +549.1% | -338.3% | +24.4% |
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