+47.5%
ASML vs TEM
+3.5%
+44.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.5% | +0.9% |
| 7D | +4.9% | -5.9% | +10.8% | +6.0% |
| 30D | -9.3% | +4.8% | -14.1% | -9.9% |
| 3M | -19.0% | +31.9% | -50.9% | -23.7% |
| 6M | -5.2% | +56.0% | -61.2% | -15.6% |
| YTD | +40.6% | +21.3% | +19.4% | +30.5% |
| 1Y | +47.5% | +5.4% | +42.1% | +41.8% |
| All | +47.5% | +3.5% | +44.0% | +41.8% |
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