+1,670.8%
ASML vs TGT
+217.4%
+1,453.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +2.2% | +12.2% | -10.0% | -1.6% |
| 3M | -2.3% | +33.8% | -36.1% | -11.8% |
| 6M | +23.0% | +39.3% | -16.3% | +9.3% |
| YTD | +61.1% | +72.9% | -11.8% | +32.6% |
| 1Y | +129.1% | +84.6% | +44.6% | +83.7% |
| 3Y | +165.4% | +46.2% | +119.1% | +118.8% |
| 5Y | +109.5% | -21.3% | +130.8% | +108.8% |
| All | +1,670.8% | +217.4% | +1,453.4% | +1,193.9% |
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