+442.6%
ASML vs TE
-76.6%
+519.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.6% |
| 7D | -0.8% | -10.5% | +9.7% | +0.6% |
| 30D | -14.9% | -32.4% | +17.6% | -10.8% |
| 3M | -13.0% | -60.9% | +47.9% | -2.9% |
| 6M | -4.7% | -62.8% | +58.1% | +4.9% |
| YTD | +42.3% | -65.7% | +108.0% | +54.7% |
| 1Y | +49.7% | -39.9% | +89.6% | +50.2% |
| 3Y | +144.3% | +10.6% | +133.7% | +95.4% |
| 5Y | +86.4% | -79.7% | +166.0% | +93.1% |
| All | +442.6% | -76.6% | +519.2% | +408.5% |
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