+436.8%
ASML vs TE
-79.9%
+516.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.5% | +5.1% | -1.4% |
| 7D | +10.4% | -13.6% | +24.0% | +12.4% |
| 30D | -12.7% | -37.7% | +24.9% | -7.6% |
| 3M | -17.2% | -59.8% | +42.6% | -7.8% |
| 6M | -1.3% | -66.3% | +65.0% | +10.0% |
| YTD | +40.8% | -70.5% | +111.3% | +55.9% |
| 1Y | +45.2% | -48.8% | +94.0% | +49.1% |
| 3Y | +131.8% | +31.3% | +100.5% | +79.9% |
| 5Y | +84.0% | -82.0% | +166.1% | +93.8% |
| All | +436.8% | -79.9% | +516.7% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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