+386.4%
ASML vs TE
-76.7%
+463.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.5% | +7.2% | -7.2% |
| 7D | -19.0% | -20.3% | +1.2% | -16.6% |
| 30D | -25.9% | -40.0% | +14.1% | -21.2% |
| 3M | -19.1% | -58.3% | +39.3% | -10.4% |
| 6M | -5.7% | -57.3% | +51.6% | +1.9% |
| YTD | +27.6% | -65.9% | +93.5% | +38.8% |
| 1Y | +30.8% | -44.3% | +75.0% | +32.3% |
| 3Y | +116.2% | -36.0% | +152.2% | +89.5% |
| 5Y | +67.7% | -80.1% | +147.8% | +74.1% |
| All | +386.4% | -76.7% | +463.1% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling