+47.5%
ASML vs TLN
+1.6%
+45.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +1.0% |
| 7D | +4.9% | +11.0% | -6.1% | +0.4% |
| 30D | -9.3% | +4.9% | -14.2% | -11.2% |
| 3M | -19.0% | +4.9% | -23.9% | -21.4% |
| 6M | -5.2% | +7.1% | -12.3% | -9.2% |
| YTD | +40.6% | +0.3% | +40.3% | +32.4% |
| 1Y | +47.5% | +5.9% | +41.6% | +36.0% |
| All | +47.5% | +1.6% | +45.9% | +36.0% |
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