+1,644.6%
ASML vs TER
+1,661.5%
-16.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | +2.2% | -8.3% | +10.5% | +6.6% |
| 3M | -2.3% | -12.2% | +9.9% | +1.3% |
| 6M | +23.0% | +17.1% | +5.9% | +3.2% |
| YTD | +61.1% | +84.7% | -23.6% | +0.3% |
| 1Y | +129.1% | +199.9% | -70.8% | +2.0% |
| 3Y | +165.4% | +232.8% | -67.4% | +2.0% |
| 5Y | +109.5% | +198.6% | -89.1% | -16.3% |
| All | +1,644.6% | +1,661.5% | -16.9% | +146.2% |
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