+112.6%
ASML vs TLN
+733.8%
-621.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.1% |
| 7D | +10.4% | +22.3% | -11.9% | +3.1% |
| 30D | -12.7% | +1.2% | -13.9% | -13.2% |
| 3M | -17.2% | +5.9% | -23.1% | -19.4% |
| 6M | -1.3% | +3.2% | -4.5% | -3.7% |
| YTD | +40.8% | +3.2% | +37.6% | +35.3% |
| 1Y | +45.2% | +5.2% | +40.0% | +38.5% |
| 3Y | +131.8% | +606.3% | -474.5% | +15.0% |
| All | +112.6% | +733.8% | -621.3% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling