+84.2%
ASML vs TMF
-87.3%
+171.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.0% | -3.7% |
| 7D | -10.0% | +4.0% | -14.0% | -10.2% |
| 30D | -19.4% | +19.5% | -38.9% | -20.2% |
| 3M | -12.5% | -3.5% | -8.9% | -12.3% |
| 6M | +8.2% | -10.6% | +18.8% | +8.8% |
| YTD | +40.7% | -17.1% | +57.8% | +41.9% |
| 1Y | +46.1% | -24.3% | +70.4% | +47.8% |
| 3Y | +138.5% | -27.2% | +165.7% | +138.3% |
| 5Y | +84.2% | -87.6% | +171.7% | +66.5% |
| All | +84.2% | -87.3% | +171.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling