+204.4%
IEFA vs THC
+1,116.1%
-911.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -4.3% | +7.1% | -11.4% | -5.2% |
| 6M | +1.4% | +46.0% | -44.7% | -3.9% |
| YTD | +10.1% | +43.9% | -33.9% | +4.1% |
| 1Y | +12.9% | +45.4% | -32.5% | +6.5% |
| 3Y | +65.8% | +421.3% | -355.5% | +30.3% |
| 5Y | +47.7% | +261.5% | -213.8% | +18.3% |
| 10Y | +146.8% | +1,865.8% | -1,719.1% | +48.6% |
| All | +204.4% | +1,116.1% | -911.8% | +94.3% |
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