+12.9%
IEFA vs THC
+43.7%
-30.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +1.0% | +1.3% | +2.1% |
| 30D | +1.1% | +5.3% | -4.2% | +0.7% |
| 3M | -4.3% | +7.1% | -11.4% | -4.8% |
| 6M | +1.4% | +46.0% | -44.7% | -1.3% |
| YTD | +10.1% | +43.9% | -33.9% | +7.3% |
| 1Y | +12.9% | +45.4% | -32.5% | +10.0% |
| All | +12.9% | +43.7% | -30.8% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling