+75.5%
ASML vs T
+52.3%
+23.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +4.9% |
| 7D | -9.0% | +1.0% | -10.0% | -8.9% |
| 30D | -21.0% | -10.6% | -10.4% | -21.7% |
| 3M | -16.3% | -7.7% | -8.6% | -16.8% |
| 6M | -7.5% | -13.3% | +5.8% | -7.9% |
| YTD | +34.0% | -8.8% | +42.8% | +33.3% |
| 1Y | +39.3% | -8.4% | +47.7% | +38.5% |
| 3Y | +128.9% | +59.6% | +69.2% | +106.5% |
| All | +75.5% | +52.3% | +23.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling