+164.9%
ASML vs TER
+234.6%
-69.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.6% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +2.2% | -8.3% | +10.5% | +5.9% |
| 3M | -2.3% | -12.2% | +9.9% | +1.2% |
| 6M | +23.0% | +17.1% | +5.9% | +7.9% |
| YTD | +61.1% | +84.7% | -23.6% | +11.4% |
| 1Y | +129.1% | +199.9% | -70.8% | +20.8% |
| All | +164.9% | +234.6% | -69.6% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling