+1,395.4%
ASML vs TMF
-84.4%
+1,479.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | +1.2% | -10.2% | -9.0% |
| 30D | -21.0% | +19.7% | -40.7% | -20.8% |
| 3M | -16.3% | -2.1% | -14.2% | -16.3% |
| 6M | -7.5% | -13.4% | +5.9% | -7.6% |
| YTD | +34.0% | -16.7% | +50.7% | +33.7% |
| 1Y | +39.3% | -23.3% | +62.6% | +38.7% |
| 3Y | +128.9% | -24.8% | +153.7% | +128.5% |
| 5Y | +76.1% | -88.0% | +164.1% | +57.0% |
| All | +1,395.4% | -84.4% | +1,479.8% | +1,428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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