+77,094.7%
ASML vs TER
+2,185.3%
+74,909.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -0.9% |
| 7D | -19.0% | -28.2% | +9.1% | -3.1% |
| 30D | -25.9% | -50.6% | +24.6% | +8.3% |
| 3M | -19.1% | -45.3% | +26.3% | +10.4% |
| 6M | -5.7% | -40.4% | +34.6% | +18.4% |
| YTD | +27.6% | +10.0% | +17.5% | +8.4% |
| 1Y | +30.8% | +13.6% | +17.1% | +8.7% |
| 3Y | +116.2% | +145.2% | -29.0% | +6.9% |
| 5Y | +67.7% | +50.4% | +17.3% | +8.7% |
| 10Y | +1,355.3% | +882.9% | +472.4% | +213.8% |
| All | +77,094.7% | +2,185.3% | +74,909.4% | +7,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling