+1,557.1%
ASML vs TCOM
+5.9%
+1,551.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +4.9% | -1.8% | +6.7% | +5.5% |
| 30D | -9.3% | +12.1% | -21.4% | -12.5% |
| 3M | -19.0% | -3.2% | -15.8% | -18.7% |
| 6M | -5.2% | -16.6% | +11.4% | -1.5% |
| YTD | +40.6% | -39.4% | +80.0% | +59.5% |
| 1Y | +47.5% | -41.5% | +89.0% | +69.0% |
| 3Y | +133.9% | +24.4% | +109.5% | +104.2% |
| 5Y | +83.8% | +41.6% | +42.2% | +42.7% |
| All | +1,557.1% | +5.9% | +1,551.3% | +1,254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling