+85,040.9%
ASML vs TAP
+937.6%
+84,103.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.1% |
| 7D | -10.0% | +9.9% | -20.0% | -11.7% |
| 30D | -19.4% | +18.1% | -37.6% | -22.2% |
| 3M | -12.5% | +3.2% | -15.7% | -13.5% |
| 6M | +8.2% | +8.4% | -0.2% | +5.4% |
| YTD | +40.7% | -4.4% | +45.1% | +39.8% |
| 1Y | +46.1% | +3.2% | +42.9% | +42.7% |
| 3Y | +138.5% | -18.6% | +157.1% | +141.0% |
| 5Y | +84.2% | +10.1% | +74.0% | +73.6% |
| 10Y | +1,505.1% | -45.2% | +1,550.3% | +1,568.4% |
| All | +85,040.9% | +937.6% | +84,103.3% | +62,138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling