+217.5%
IEFA vs THC
+1,026.9%
-809.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +1.0% | +1.3% | -0.2% | +0.8% |
| 3M | +4.7% | +64.2% | -59.5% | -2.1% |
| 6M | +8.6% | +8.3% | +0.3% | +6.8% |
| YTD | +14.8% | +33.4% | -18.5% | +9.7% |
| 1Y | +22.6% | +37.7% | -15.1% | +16.4% |
| 3Y | +67.0% | +236.8% | -169.8% | +38.7% |
| 5Y | +52.3% | +249.3% | -197.0% | +22.5% |
| 10Y | +147.3% | +995.2% | -847.9% | +58.9% |
| All | +217.5% | +1,026.9% | -809.4% | +104.8% |
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