+1,395.4%
ASML vs TLT
-16.7%
+1,412.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | -21.0% | +6.2% | -27.1% | -20.7% |
| 3M | -16.3% | +0.1% | -16.4% | -16.2% |
| 6M | -7.5% | -3.0% | -4.6% | -7.6% |
| YTD | +34.0% | -2.7% | +36.7% | +33.8% |
| 1Y | +39.3% | -4.8% | +44.1% | +38.9% |
| 3Y | +128.9% | +6.9% | +121.9% | +130.4% |
| 5Y | +76.1% | -34.5% | +110.5% | +58.9% |
| All | +1,395.4% | -16.7% | +1,412.1% | +1,470.7% |
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