+34.6%
ASML vs TEM
+76.1%
-41.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.9% | -2.5% | -8.5% |
| 7D | -19.0% | -9.5% | -9.5% | -18.0% |
| 30D | -25.9% | -2.2% | -23.8% | -25.8% |
| 3M | -19.1% | +50.8% | -69.9% | -24.1% |
| 6M | -5.7% | +30.3% | -36.0% | -10.5% |
| YTD | +27.6% | +19.3% | +8.3% | +21.7% |
| 1Y | +30.8% | -14.4% | +45.2% | +29.2% |
| All | +34.6% | +76.1% | -41.5% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling