+12,410.9%
ASML vs TLT
+129.3%
+12,281.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.2% |
| 7D | -10.0% | +1.0% | -11.0% | -9.5% |
| 30D | -19.4% | +6.0% | -25.5% | -16.8% |
| 3M | -12.5% | -0.9% | -11.6% | -12.7% |
| 6M | +8.2% | -2.3% | +10.5% | +6.9% |
| YTD | +40.7% | -3.3% | +44.0% | +38.0% |
| 1Y | +46.1% | -5.6% | +51.7% | +41.5% |
| 3Y | +138.5% | +5.2% | +133.2% | +147.0% |
| 5Y | +84.2% | -33.9% | +118.0% | +39.1% |
| 10Y | +1,505.1% | -17.8% | +1,522.9% | +1,398.7% |
| All | +12,410.9% | +129.3% | +12,281.6% | +80,778.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling