+39.3%
ASML vs TEM
-5.3%
+44.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +3.6% |
| 7D | -9.0% | +5.3% | -14.3% | -9.8% |
| 30D | -21.0% | +8.1% | -29.1% | -22.0% |
| 3M | -16.3% | +64.9% | -81.2% | -25.2% |
| 6M | -7.5% | +42.1% | -49.7% | -15.5% |
| YTD | +34.0% | +28.8% | +5.2% | +23.0% |
| 1Y | +39.3% | +5.5% | +33.8% | +34.8% |
| All | +39.3% | -5.3% | +44.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling