+30.8%
ASML vs T
-6.5%
+37.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.4% |
| 7D | -19.0% | +4.3% | -23.3% | -16.9% |
| 30D | -25.9% | -9.7% | -16.3% | -29.3% |
| 3M | -19.1% | -4.3% | -14.7% | -19.5% |
| 6M | -5.7% | -13.7% | +7.9% | -9.8% |
| YTD | +27.6% | -8.0% | +35.6% | +26.3% |
| 1Y | +30.8% | -6.9% | +37.7% | +33.2% |
| All | +30.8% | -6.5% | +37.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling