+82.7%
ASML vs TE
-82.5%
+165.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +4.9% | -19.1% | +24.0% | +7.8% |
| 30D | -9.3% | -34.1% | +24.9% | -4.5% |
| 3M | -19.0% | -60.1% | +41.1% | -9.5% |
| 6M | -5.2% | -66.0% | +60.7% | +5.7% |
| YTD | +40.6% | -71.4% | +112.0% | +56.6% |
| 1Y | +47.5% | -45.3% | +92.8% | +50.4% |
| 3Y | +133.9% | +9.1% | +124.7% | +86.6% |
| All | +82.7% | -82.5% | +165.2% | +102.6% |
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 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