+92.7%
ASML vs TGT
-24.7%
+117.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +2.5% | +0.5% | +2.1% | +2.5% |
| 30D | -12.2% | +6.7% | -18.9% | -14.2% |
| 3M | -14.6% | +8.4% | -23.0% | -17.3% |
| 6M | -1.7% | +40.7% | -42.5% | -13.9% |
| YTD | +44.3% | +72.2% | -27.9% | +16.9% |
| 1Y | +51.0% | +86.2% | -35.2% | +18.5% |
| 3Y | +137.6% | +68.8% | +68.8% | +76.6% |
| 5Y | +92.7% | -25.2% | +117.9% | +109.5% |
| All | +92.7% | -24.7% | +117.4% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling