+1,395.4%
ASML vs TCOM
+3.1%
+1,392.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.7% |
| 7D | -9.0% | +12.1% | -21.1% | -12.1% |
| 30D | -21.0% | +16.5% | -37.4% | -24.6% |
| 3M | -16.3% | -4.0% | -12.3% | -15.8% |
| 6M | -7.5% | -18.5% | +11.0% | -3.2% |
| YTD | +34.0% | -38.3% | +72.3% | +51.3% |
| 1Y | +39.3% | -36.6% | +75.9% | +55.8% |
| 3Y | +128.9% | +31.1% | +97.7% | +96.6% |
| 5Y | +76.1% | +47.6% | +28.5% | +34.9% |
| All | +1,395.4% | +3.1% | +1,392.3% | +1,096.9% |
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 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