+1,557.1%
ASML vs TGT
+206.3%
+1,350.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +4.9% | +2.6% | +2.3% | +4.2% |
| 30D | -9.3% | +4.7% | -14.0% | -10.7% |
| 3M | -19.0% | +4.6% | -23.5% | -20.6% |
| 6M | -5.2% | +34.9% | -40.1% | -15.2% |
| YTD | +40.6% | +70.9% | -30.3% | +15.6% |
| 1Y | +47.5% | +84.4% | -36.9% | +18.0% |
| 3Y | +133.9% | +69.1% | +64.7% | +82.0% |
| 5Y | +83.8% | -26.9% | +110.7% | +86.5% |
| All | +1,557.1% | +206.3% | +1,350.8% | +1,114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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