+117.9%
ASML vs TLT
+6.1%
+111.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -19.0% | +0.5% | -19.6% | -19.1% |
| 30D | -25.9% | +6.0% | -32.0% | -26.5% |
| 3M | -19.1% | -0.9% | -18.1% | -18.8% |
| 6M | -5.7% | -2.6% | -3.1% | -5.3% |
| YTD | +27.6% | -3.1% | +30.7% | +28.3% |
| 1Y | +30.8% | -4.4% | +35.1% | +31.4% |
| All | +117.9% | +6.1% | +111.8% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling