+114.8%
ASML vs TLN
+683.0%
-568.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.2% | -1.0% | +3.7% |
| 7D | -0.8% | +9.1% | -9.9% | -3.7% |
| 30D | -14.9% | -4.1% | -10.8% | -13.8% |
| 3M | -13.0% | +4.4% | -17.4% | -14.8% |
| 6M | -4.7% | -6.0% | +1.3% | -4.1% |
| YTD | +42.3% | -3.1% | +45.4% | +39.8% |
| 1Y | +49.7% | -6.1% | +55.8% | +48.2% |
| 3Y | +144.3% | +575.3% | -431.1% | +23.2% |
| All | +114.8% | +683.0% | -568.2% | +5.8% |
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