+128.9%
ASML vs TEL
+71.9%
+56.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.8% |
| 7D | -9.0% | -2.8% | -6.2% | -6.8% |
| 30D | -21.0% | -4.1% | -16.9% | -18.1% |
| 3M | -16.3% | -3.4% | -12.9% | -14.1% |
| 6M | -7.5% | -3.5% | -4.0% | -5.9% |
| YTD | +34.0% | -8.0% | +42.0% | +39.6% |
| 1Y | +39.3% | -13.7% | +53.0% | +53.0% |
| 3Y | +128.9% | +71.9% | +56.9% | +29.3% |
| All | +128.9% | +71.9% | +56.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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