+164.9%
ASML vs THC
+238.5%
-73.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +2.2% | +1.3% | +0.9% | +1.9% |
| 3M | -2.3% | +64.2% | -66.5% | -11.4% |
| 6M | +23.0% | +8.3% | +14.7% | +21.3% |
| YTD | +61.1% | +33.4% | +27.7% | +51.5% |
| 1Y | +129.1% | +37.7% | +91.4% | +112.9% |
| All | +164.9% | +238.5% | -73.5% | +102.4% |
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