+129.1%
ASML vs TCOM
-42.5%
+171.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.3% |
| 7D | +1.1% | -9.5% | +10.6% | +2.2% |
| 30D | +2.2% | -10.7% | +12.9% | +3.4% |
| 3M | -2.3% | -14.6% | +12.3% | +0.3% |
| 6M | +23.0% | -19.3% | +42.3% | +28.4% |
| YTD | +61.1% | -42.9% | +104.0% | +78.6% |
| 1Y | +129.1% | -43.8% | +172.9% | +155.9% |
| All | +129.1% | -42.5% | +171.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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