+92.6%
ASML vs TLN
+581.9%
-489.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.2% |
| 7D | -19.0% | -9.4% | -9.7% | -16.4% |
| 30D | -25.9% | -15.2% | -10.7% | -21.8% |
| 3M | -19.1% | -4.1% | -14.9% | -18.4% |
| 6M | -5.7% | -17.8% | +12.1% | -0.7% |
| YTD | +27.6% | -15.6% | +43.2% | +31.3% |
| 1Y | +30.8% | -21.6% | +52.4% | +37.3% |
| 3Y | +116.2% | +497.6% | -381.3% | +13.8% |
| All | +92.6% | +581.9% | -489.3% | -0.7% |
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