+117.9%
ASML vs T
+60.2%
+57.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.4% |
| 7D | -19.0% | +4.3% | -23.3% | -17.3% |
| 30D | -25.9% | -9.7% | -16.3% | -28.7% |
| 3M | -19.1% | -4.3% | -14.7% | -19.7% |
| 6M | -5.7% | -13.7% | +7.9% | -9.3% |
| YTD | +27.6% | -8.0% | +35.6% | +26.9% |
| 1Y | +30.8% | -6.9% | +37.7% | +30.8% |
| All | +117.9% | +60.2% | +57.7% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling