+1,767.1%
ASML vs TKO
+958.6%
+808.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | -0.2% | +0.9% | -1.1% | -0.6% |
| 3M | -2.6% | -6.2% | +3.6% | -1.5% |
| 6M | +27.9% | -5.6% | +33.5% | +28.9% |
| YTD | +62.4% | -7.8% | +70.3% | +64.0% |
| 1Y | +116.2% | -1.2% | +117.4% | +113.7% |
| 3Y | +182.4% | +106.5% | +75.9% | +123.4% |
| 5Y | +112.4% | +310.4% | -198.0% | +36.4% |
| 10Y | +1,767.1% | +987.5% | +779.5% | +836.8% |
| All | +1,767.1% | +958.6% | +808.5% | +836.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling