+46.0%
ASML vs TFC
+16.8%
+29.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | -15.2% | +9.0% | -24.2% | -17.4% |
| 3M | -12.9% | -2.1% | -10.8% | -12.1% |
| 6M | -5.0% | +3.4% | -8.4% | -7.5% |
| YTD | +41.8% | +5.3% | +36.5% | +31.5% |
| 1Y | +46.0% | +16.2% | +29.9% | +31.5% |
| All | +46.0% | +16.8% | +29.3% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling