+132.8%
AMAT vs THC
+418.9%
-286.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -13.3% |
| 7D | -24.3% | +5.9% | -30.2% | -25.0% |
| 30D | -39.8% | +10.8% | -50.6% | -40.8% |
| 3M | -40.2% | +9.4% | -49.6% | -41.1% |
| 6M | -22.1% | +53.3% | -75.4% | -29.1% |
| YTD | +24.7% | +44.2% | -19.5% | +14.6% |
| 1Y | +33.3% | +37.3% | -4.0% | +23.7% |
| All | +132.8% | +418.9% | -286.1% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling