+108.6%
ASML vs TE
-47.8%
+156.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | +1.1% | -4.0% | +5.1% | +1.6% |
| 30D | +2.2% | -15.9% | +18.1% | +4.1% |
| 3M | -2.3% | -60.5% | +58.3% | +8.1% |
| 6M | +23.0% | -35.2% | +58.2% | +25.3% |
| YTD | +61.1% | -31.1% | +92.2% | +61.0% |
| 1Y | +129.1% | +148.6% | -19.5% | +87.6% |
| 3Y | +165.4% | -26.4% | +191.8% | +147.1% |
| All | +108.6% | -47.8% | +156.4% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling