+1,323.9%
ASML vs TMF
-84.4%
+1,408.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.3% |
| 7D | -19.0% | +2.7% | -21.8% | -19.0% |
| 30D | -25.9% | +19.3% | -45.3% | -25.8% |
| 3M | -19.1% | -3.7% | -15.4% | -19.0% |
| 6M | -5.7% | -11.3% | +5.6% | -5.8% |
| YTD | +27.6% | -16.6% | +44.2% | +27.3% |
| 1Y | +30.8% | -21.1% | +51.9% | +30.3% |
| 3Y | +116.2% | -26.8% | +143.0% | +115.7% |
| 5Y | +67.7% | -88.0% | +155.7% | +49.5% |
| All | +1,323.9% | -84.4% | +1,408.3% | +1,355.3% |
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