+410.9%
ASML vs TE
-75.9%
+486.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +4.6% |
| 7D | -9.0% | -12.6% | +3.6% | -7.4% |
| 30D | -21.0% | -36.7% | +15.8% | -16.5% |
| 3M | -16.3% | -57.5% | +41.2% | -7.6% |
| 6M | -7.5% | -55.2% | +47.7% | -0.6% |
| YTD | +34.0% | -64.7% | +98.7% | +45.1% |
| 1Y | +39.3% | -35.9% | +75.2% | +38.7% |
| 3Y | +128.9% | -31.8% | +160.6% | +98.4% |
| 5Y | +76.1% | -79.4% | +155.5% | +82.1% |
| All | +410.9% | -75.9% | +486.7% | +377.0% |
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