+129.1%
ASML vs TKO
+1.2%
+127.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.4% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +2.2% | +1.6% | +0.6% | +1.8% |
| 3M | -2.3% | -7.8% | +5.5% | -1.5% |
| 6M | +23.0% | -13.3% | +36.3% | +23.7% |
| YTD | +61.1% | -10.3% | +71.4% | +62.7% |
| 1Y | +129.1% | -0.6% | +129.7% | +122.8% |
| All | +129.1% | +1.2% | +127.9% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling