+6,956.4%
ASML vs TKO
+1,411.9%
+5,544.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.8% |
| 7D | -9.0% | +5.7% | -14.7% | -10.3% |
| 30D | -21.0% | +6.9% | -27.9% | -22.4% |
| 3M | -16.3% | +2.4% | -18.7% | -17.1% |
| 6M | -7.5% | +1.1% | -8.6% | -8.7% |
| YTD | +34.0% | -7.5% | +41.5% | +34.9% |
| 1Y | +39.3% | +7.2% | +32.1% | +34.8% |
| 3Y | +128.9% | +131.3% | -2.5% | +78.4% |
| 5Y | +76.1% | +250.8% | -174.8% | +21.1% |
| 10Y | +1,428.4% | +1,146.6% | +281.8% | +604.5% |
| All | +6,956.4% | +1,411.9% | +5,544.5% | +1,678.2% |
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