+1,323.9%
ASML vs TLT
-17.0%
+1,340.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -19.0% | +0.5% | -19.6% | -19.0% |
| 30D | -25.9% | +6.0% | -32.0% | -25.7% |
| 3M | -19.1% | -0.9% | -18.1% | -19.0% |
| 6M | -5.7% | -2.6% | -3.1% | -5.8% |
| YTD | +27.6% | -3.1% | +30.7% | +27.4% |
| 1Y | +30.8% | -4.4% | +35.1% | +30.5% |
| 3Y | +116.2% | +5.5% | +110.8% | +117.5% |
| 5Y | +67.7% | -34.7% | +102.4% | +51.3% |
| All | +1,323.9% | -17.0% | +1,340.9% | +1,395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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