+97,349.8%
ASML vs THC
+562.9%
+96,786.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 6M | +23.0% | +8.3% | +14.7% | +19.8% |
| YTD | +61.1% | +33.4% | +27.7% | +50.8% |
| 1Y | +129.1% | +37.7% | +91.4% | +112.6% |
| 3Y | +165.4% | +236.8% | -71.4% | +105.6% |
| 5Y | +109.5% | +249.3% | -139.8% | +57.5% |
| 10Y | +1,645.7% | +995.2% | +650.5% | +844.4% |
| All | +97,349.8% | +562.9% | +96,786.8% | +34,032.7% |
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 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