+117.9%
ASML vs THC
+418.9%
-301.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.4% | -9.1% |
| 7D | -19.0% | +5.9% | -24.9% | -19.7% |
| 30D | -25.9% | +10.8% | -36.8% | -27.0% |
| 3M | -19.1% | +9.4% | -28.5% | -20.2% |
| 6M | -5.7% | +53.3% | -59.0% | -13.0% |
| YTD | +27.6% | +44.2% | -16.6% | +18.8% |
| 1Y | +30.8% | +37.3% | -6.5% | +22.8% |
| All | +117.9% | +418.9% | -301.0% | +51.7% |
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