+69.9%
ASML vs TEM
+61.6%
+8.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +2.2% | +38.4% | -36.2% | -2.6% |
| 3M | -2.3% | +23.7% | -25.9% | -5.9% |
| 6M | +23.0% | +26.0% | -3.0% | +17.5% |
| YTD | +61.1% | +9.4% | +51.6% | +56.1% |
| 1Y | +129.1% | -17.3% | +146.4% | +127.9% |
| All | +69.9% | +61.6% | +8.4% | +49.8% |
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 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