+50.2%
ASML vs TEM
+111.1%
-60.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.0% | -4.8% | +4.8% |
| 7D | -0.8% | +7.6% | -8.4% | -1.7% |
| 30D | -14.9% | +19.0% | -33.9% | -16.8% |
| 3M | -13.0% | +62.2% | -75.2% | -19.1% |
| 6M | -4.7% | +69.4% | -74.1% | -12.4% |
| YTD | +42.3% | +43.0% | -0.7% | +32.6% |
| 1Y | +49.7% | +18.0% | +31.7% | +42.4% |
| All | +50.2% | +111.1% | -60.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling