-5.7%
ASML vs TEM
+25.7%
-31.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.9% | -2.5% | -8.4% |
| 7D | -19.0% | -9.5% | -9.5% | -17.9% |
| 30D | -25.9% | -2.2% | -23.8% | -25.7% |
| 3M | -19.1% | +50.8% | -69.9% | -24.3% |
| 6M | -5.7% | +30.3% | -36.0% | -10.6% |
| All | -5.7% | +25.7% | -31.4% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling