+75.5%
ASML vs TLT
-34.6%
+110.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 3M | -16.3% | -0.3% | -15.9% | -16.2% |
| 6M | -7.5% | -3.4% | -4.2% | -7.0% |
| YTD | +34.0% | -3.1% | +37.1% | +34.7% |
| 1Y | +39.3% | -5.2% | +44.5% | +40.3% |
| 3Y | +128.9% | +6.5% | +122.4% | +124.9% |
| All | +75.5% | -34.6% | +110.0% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling