+45.2%
ASML vs TEM
+6.3%
+38.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.0% | -1.6% |
| 7D | +10.4% | +7.8% | +2.6% | +8.9% |
| 30D | -12.7% | +11.2% | -24.0% | -14.3% |
| 3M | -17.2% | +39.0% | -56.1% | -22.8% |
| 6M | -1.3% | +61.6% | -62.9% | -12.7% |
| YTD | +40.8% | +28.5% | +12.3% | +29.3% |
| 1Y | +45.2% | +6.7% | +38.5% | +40.1% |
| All | +45.2% | +6.3% | +38.9% | +40.1% |
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