+140.3%
ASML vs TMF
-25.6%
+166.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.0% | -3.7% |
| 7D | -10.0% | +4.0% | -14.0% | -10.1% |
| 30D | -19.4% | +19.5% | -38.9% | -20.1% |
| 3M | -12.5% | -3.5% | -8.9% | -12.2% |
| 6M | +8.2% | -10.6% | +18.8% | +8.9% |
| YTD | +40.7% | -17.1% | +57.8% | +41.7% |
| 1Y | +46.1% | -24.3% | +70.4% | +47.0% |
| All | +140.3% | -25.6% | +166.0% | +131.3% |
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 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