+1,395.4%
ASML vs TAP
-49.3%
+1,444.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +5.8% |
| 7D | -9.0% | +0.5% | -9.5% | -9.3% |
| 30D | -21.0% | +9.1% | -30.1% | -22.6% |
| 3M | -16.3% | -3.8% | -12.5% | -16.2% |
| 6M | -7.5% | -3.4% | -4.1% | -7.9% |
| YTD | +34.0% | -10.6% | +44.6% | +35.0% |
| 1Y | +39.3% | -4.4% | +43.7% | +37.7% |
| 3Y | +128.9% | -24.4% | +153.2% | +135.7% |
| 5Y | +76.1% | +2.1% | +74.0% | +64.5% |
| All | +1,395.4% | -49.3% | +1,444.7% | +1,486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling