+144.3%
ASML vs TCOM
+31.7%
+112.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +7.0% | +6.4% |
| 7D | -0.8% | +7.4% | -8.3% | -2.5% |
| 30D | -14.9% | +13.2% | -28.1% | -17.4% |
| 3M | -13.0% | -4.6% | -8.4% | -12.3% |
| 6M | -4.7% | -16.4% | +11.7% | -0.9% |
| YTD | +42.3% | -38.8% | +81.1% | +59.8% |
| 1Y | +49.7% | -37.3% | +87.0% | +66.8% |
| 3Y | +144.3% | +31.4% | +112.9% | +113.6% |
| All | +144.3% | +31.7% | +112.6% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling