+128.9%
ASML vs TGT
+56.1%
+72.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +5.0% |
| 7D | -9.0% | +2.6% | -11.6% | -9.4% |
| 30D | -21.0% | +5.0% | -25.9% | -21.7% |
| 3M | -16.3% | +8.5% | -24.8% | -17.8% |
| 6M | -7.5% | +23.8% | -31.3% | -12.2% |
| YTD | +34.0% | +66.5% | -32.5% | +18.0% |
| 1Y | +39.3% | +84.9% | -45.6% | +19.3% |
| 3Y | +128.9% | +59.2% | +69.6% | +103.7% |
| All | +128.9% | +56.1% | +72.8% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling