+117.9%
ASML vs TE
-38.4%
+156.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.5% | +7.2% | -7.7% |
| 7D | -19.0% | -20.3% | +1.2% | -17.2% |
| 30D | -25.9% | -40.0% | +14.1% | -22.4% |
| 3M | -19.1% | -58.3% | +39.3% | -12.6% |
| 6M | -5.7% | -57.3% | +51.6% | +0.6% |
| YTD | +27.6% | -65.9% | +93.5% | +36.9% |
| 1Y | +30.8% | -44.3% | +75.0% | +34.6% |
| All | +117.9% | -38.4% | +156.3% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling