+1,395.4%
ASML vs TFC
+90.2%
+1,305.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.4% |
| 7D | -9.0% | +1.2% | -10.2% | -9.5% |
| 30D | -21.0% | +8.3% | -29.3% | -23.4% |
| 3M | -16.3% | -5.2% | -11.1% | -14.8% |
| 6M | -7.5% | -0.8% | -6.7% | -8.0% |
| YTD | +34.0% | +3.4% | +30.5% | +31.1% |
| 1Y | +39.3% | +17.0% | +22.3% | +29.9% |
| 3Y | +128.9% | +86.2% | +42.7% | +75.5% |
| 5Y | +76.1% | -2.3% | +78.4% | +68.7% |
| All | +1,395.4% | +90.2% | +1,305.2% | +1,111.4% |
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