+85,040.9%
ASML vs TFC
+1,437.5%
+83,603.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.9% |
| 7D | -10.0% | +5.1% | -15.1% | -12.1% |
| 30D | -19.4% | +9.8% | -29.2% | -22.9% |
| 3M | -12.5% | -2.4% | -10.0% | -11.9% |
| 6M | +8.2% | +4.9% | +3.3% | +4.8% |
| YTD | +40.7% | +6.6% | +34.2% | +35.3% |
| 1Y | +46.1% | +21.3% | +24.8% | +32.5% |
| 3Y | +138.5% | +89.0% | +49.5% | +73.1% |
| 5Y | +84.2% | +1.5% | +82.7% | +71.1% |
| 10Y | +1,505.1% | +99.8% | +1,405.4% | +876.6% |
| All | +85,040.9% | +1,437.5% | +83,603.4% | +26,791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling