+52.3%
ASML vs TEM
+98.6%
-46.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +1.9% |
| 7D | +2.5% | +5.1% | -2.5% | +1.9% |
| 30D | -12.2% | +16.8% | -29.0% | -14.0% |
| 3M | -14.6% | +42.6% | -57.2% | -19.3% |
| 6M | -1.7% | +63.9% | -65.7% | -9.3% |
| YTD | +44.3% | +34.5% | +9.8% | +35.5% |
| 1Y | +51.0% | +11.0% | +40.0% | +44.7% |
| All | +52.3% | +98.6% | -46.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling