+8.2%
ASML vs TER
-27.1%
+35.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -0.2% |
| 7D | -10.0% | -19.9% | +9.9% | +0.1% |
| 30D | -19.4% | -43.5% | +24.1% | +6.0% |
| 3M | -12.5% | -37.8% | +25.3% | +8.6% |
| 6M | +8.2% | -25.6% | +33.8% | +18.5% |
| All | +8.2% | -27.1% | +35.3% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling