+39.3%
ASML vs TLN
-13.3%
+52.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.1% | +2.1% |
| 7D | -9.0% | -1.3% | -7.7% | -8.6% |
| 30D | -21.0% | -10.5% | -10.5% | -17.6% |
| 3M | -16.3% | +0.1% | -16.4% | -17.1% |
| 6M | -7.5% | -17.4% | +9.9% | -2.5% |
| YTD | +34.0% | -9.7% | +43.6% | +32.2% |
| 1Y | +39.3% | -12.3% | +51.5% | +39.5% |
| All | +39.3% | -13.3% | +52.6% | +39.5% |
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