+1,504.8%
ASML vs TFC
+90.1%
+1,414.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.5% |
| 7D | -0.8% | +0.3% | -1.2% | -1.0% |
| 30D | -14.9% | +9.2% | -24.0% | -17.8% |
| 3M | -13.0% | -2.9% | -10.1% | -12.2% |
| 6M | -4.7% | +3.5% | -8.2% | -6.7% |
| YTD | +42.3% | +5.4% | +36.9% | +38.3% |
| 1Y | +49.7% | +17.3% | +32.4% | +39.5% |
| 3Y | +144.3% | +96.7% | +47.6% | +83.4% |
| 5Y | +86.4% | -1.1% | +87.5% | +77.8% |
| 10Y | +1,504.8% | +84.7% | +1,420.1% | +1,167.2% |
| All | +1,504.8% | +90.1% | +1,414.8% | +1,167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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