+8,382.1%
ASML vs TKO
+1,366.3%
+7,015.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.6% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | +1.6% | +0.6% | +1.6% |
| 3M | -2.3% | -7.8% | +5.5% | -0.8% |
| 6M | +23.0% | -13.3% | +36.3% | +26.8% |
| YTD | +61.1% | -10.3% | +71.4% | +63.8% |
| 1Y | +129.1% | -0.6% | +129.7% | +126.4% |
| 3Y | +165.4% | +88.5% | +76.9% | +117.6% |
| 5Y | +109.5% | +284.7% | -175.3% | +40.9% |
| 10Y | +1,645.7% | +905.7% | +740.0% | +750.8% |
| All | +8,382.1% | +1,366.3% | +7,015.7% | +2,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling