+97,349.8%
ASML vs TFC
+1,461.1%
+95,888.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +2.4% | -1.3% | 0.0% |
| 30D | +2.2% | -1.3% | +3.5% | +2.7% |
| 3M | -2.3% | +6.1% | -8.4% | -5.4% |
| 6M | +23.0% | +7.3% | +15.6% | +18.6% |
| YTD | +61.1% | +8.2% | +52.9% | +54.4% |
| 1Y | +129.1% | +14.4% | +114.7% | +113.5% |
| 3Y | +165.4% | +93.7% | +71.6% | +90.5% |
| 5Y | +109.5% | +16.4% | +93.1% | +83.1% |
| 10Y | +1,645.7% | +101.6% | +1,544.2% | +961.7% |
| All | +97,349.8% | +1,461.1% | +95,888.7% | +30,591.9% |
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