+144.6%
IEFA vs THC
+1,022.1%
-877.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -1.5% | -1.2% | -0.3% | -1.4% |
| 3M | +3.4% | +52.3% | -48.9% | -2.3% |
| 6M | +9.5% | +12.4% | -2.9% | +7.2% |
| YTD | +13.0% | +32.7% | -19.7% | +8.1% |
| 1Y | +18.0% | +36.4% | -18.4% | +12.2% |
| 3Y | +65.4% | +259.3% | -193.9% | +36.5% |
| 5Y | +51.6% | +262.7% | -211.1% | +21.7% |
| All | +144.6% | +1,022.1% | -877.5% | +62.7% |
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 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