+108.6%
ASML vs TMF
-87.5%
+196.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | -2.3% | -10.9% | +8.6% | -1.7% |
| 6M | +23.0% | -21.3% | +44.3% | +24.4% |
| YTD | +61.1% | -15.9% | +76.9% | +62.4% |
| 1Y | +129.1% | -15.7% | +144.8% | +130.8% |
| 3Y | +165.4% | -43.4% | +208.7% | +168.1% |
| All | +108.6% | -87.5% | +196.1% | +100.2% |
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