+108.6%
ASML vs T
+67.4%
+41.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.0% |
| 30D | +2.2% | +11.4% | -9.2% | +3.1% |
| 3M | -2.3% | +14.3% | -16.6% | -1.0% |
| 6M | +23.0% | -9.3% | +32.2% | +24.0% |
| YTD | +61.1% | +7.1% | +54.0% | +62.4% |
| 1Y | +129.1% | -9.1% | +138.2% | +132.5% |
| 3Y | +165.4% | +105.3% | +60.0% | +137.1% |
| All | +108.6% | +67.4% | +41.2% | +102.3% |
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