+1,162.1%
AMAT vs THC
+1,421.6%
-259.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.5% |
| 7D | -14.7% | +3.7% | -18.4% | -15.5% |
| 30D | -36.1% | +9.0% | -45.1% | -37.4% |
| 3M | -36.9% | +10.4% | -47.3% | -38.4% |
| 6M | -22.2% | +45.7% | -67.9% | -29.7% |
| YTD | +29.9% | +42.6% | -12.6% | +17.4% |
| 1Y | +43.3% | +38.8% | +4.5% | +30.0% |
| 3Y | +142.7% | +418.8% | -276.2% | +59.6% |
| 5Y | +126.2% | +275.7% | -149.5% | +54.6% |
| All | +1,162.1% | +1,421.6% | -259.5% | +516.2% |
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