+108.6%
ASML vs TKO
+287.6%
-179.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +2.2% | +1.6% | +0.6% | +1.5% |
| 3M | -2.3% | -7.8% | +5.5% | -0.6% |
| 6M | +23.0% | -13.3% | +36.3% | +27.3% |
| YTD | +61.1% | -10.3% | +71.4% | +64.0% |
| 1Y | +129.1% | -0.6% | +129.7% | +124.8% |
| 3Y | +165.4% | +88.5% | +76.9% | +108.0% |
| All | +108.6% | +287.6% | -179.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling