+133.9%
ASML vs TKO
+154.2%
-20.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +4.9% | +2.3% | +2.6% | +4.4% |
| 30D | -9.3% | +13.4% | -22.6% | -11.8% |
| 3M | -19.0% | -1.7% | -17.2% | -18.8% |
| 6M | -5.2% | +7.2% | -12.4% | -8.0% |
| YTD | +40.6% | -5.4% | +46.0% | +40.9% |
| 1Y | +47.5% | +8.7% | +38.8% | +41.4% |
| 3Y | +133.9% | +150.4% | -16.6% | +87.8% |
| All | +133.9% | +154.2% | -20.4% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling