+1,644.6%
ASML vs TLT
-21.2%
+1,665.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +2.2% | -0.6% | +2.8% | +2.2% |
| 3M | -2.3% | -2.7% | +0.4% | -2.4% |
| 6M | +23.0% | -5.6% | +28.6% | +22.5% |
| YTD | +61.1% | -2.8% | +63.8% | +60.8% |
| 1Y | +129.1% | -1.4% | +130.5% | +129.0% |
| 3Y | +165.4% | -1.6% | +166.9% | +164.6% |
| 5Y | +109.5% | -33.8% | +143.3% | +90.2% |
| All | +1,644.6% | -21.2% | +1,665.8% | +1,790.8% |
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