+164.9%
ASML vs TMF
-42.2%
+207.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +2.2% | -2.8% | +5.0% | +2.4% |
| 3M | -2.3% | -10.9% | +8.6% | -1.6% |
| 6M | +23.0% | -21.3% | +44.3% | +24.1% |
| YTD | +61.1% | -15.9% | +76.9% | +62.3% |
| 1Y | +129.1% | -15.7% | +144.8% | +130.6% |
| All | +164.9% | -42.2% | +207.2% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling