+1,559.3%
ASML vs TFC
+77.1%
+1,482.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | -12.7% | +8.6% | -21.4% | -15.5% |
| 3M | -17.2% | -4.3% | -12.8% | -16.0% |
| 6M | -1.3% | +5.4% | -6.7% | -4.1% |
| YTD | +40.8% | +4.5% | +36.3% | +37.2% |
| 1Y | +45.2% | +14.0% | +31.2% | +36.8% |
| 3Y | +131.8% | +93.4% | +38.4% | +74.9% |
| 5Y | +84.0% | +0.5% | +83.5% | +74.7% |
| All | +1,559.3% | +77.1% | +1,482.2% | +1,175.0% |
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