+133.5%
ASML vs TGT
+69.8%
+63.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -2.9% | +5.5% | -8.4% | -3.6% |
| 30D | -15.2% | +6.0% | -21.2% | -16.1% |
| 3M | -12.9% | +8.0% | -20.9% | -14.3% |
| 6M | -5.0% | +32.3% | -37.4% | -11.1% |
| YTD | +41.8% | +71.3% | -29.5% | +24.5% |
| 1Y | +46.0% | +86.8% | -40.8% | +25.3% |
| 3Y | +133.5% | +67.9% | +65.6% | +107.7% |
| All | +133.5% | +69.8% | +63.7% | +107.7% |
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