+1,395.4%
ASML vs TER
+897.7%
+497.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.5% |
| 7D | -9.0% | -20.5% | +11.5% | +3.4% |
| 30D | -21.0% | -47.0% | +26.0% | +12.6% |
| 3M | -16.3% | -43.3% | +27.0% | +13.0% |
| 6M | -7.5% | -42.9% | +35.4% | +19.6% |
| YTD | +34.0% | +12.9% | +21.1% | +8.7% |
| 1Y | +39.3% | +18.2% | +21.1% | +9.4% |
| 3Y | +128.9% | +151.8% | -22.9% | -0.7% |
| 5Y | +76.1% | +54.2% | +21.9% | +2.2% |
| All | +1,395.4% | +897.7% | +497.7% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling