+39.3%
ASML vs TAP
-6.0%
+45.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +3.2% |
| 7D | -9.0% | +0.5% | -9.5% | -8.5% |
| 30D | -21.0% | +9.1% | -30.1% | -17.8% |
| 3M | -16.3% | -3.8% | -12.5% | -16.1% |
| 6M | -7.5% | -3.4% | -4.1% | -6.0% |
| YTD | +34.0% | -10.6% | +44.6% | +34.2% |
| 1Y | +39.3% | -4.4% | +43.7% | +43.0% |
| All | +39.3% | -6.0% | +45.3% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling