+67.7%
ASML vs TECH
-39.6%
+107.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -19.0% | -0.1% | -19.0% | -19.0% |
| 30D | -25.9% | +0.3% | -26.3% | -26.0% |
| 3M | -19.1% | +1.0% | -20.1% | -19.4% |
| 6M | -5.7% | +28.6% | -34.3% | -16.7% |
| YTD | +27.6% | +24.1% | +3.5% | +13.2% |
| 1Y | +30.8% | +21.9% | +8.9% | +16.5% |
| 3Y | +116.2% | +25.7% | +90.5% | +74.2% |
| 5Y | +67.7% | -40.2% | +107.9% | +99.1% |
| All | +67.7% | -39.6% | +107.3% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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