+129.1%
ASML vs TLN
-17.2%
+146.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.7% |
| 7D | +1.1% | +7.1% | -6.0% | -1.6% |
| 30D | +2.2% | -3.9% | +6.1% | +3.5% |
| 3M | -2.3% | -16.2% | +13.9% | +4.0% |
| 6M | +23.0% | -5.8% | +28.8% | +24.0% |
| YTD | +61.1% | -15.4% | +76.5% | +65.5% |
| 1Y | +129.1% | -16.7% | +145.8% | +141.4% |
| All | +129.1% | -17.2% | +146.3% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling