+46.1%
ASML vs TMO
+26.9%
+19.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -10.0% | +0.3% | -10.3% | -10.1% |
| 30D | -19.4% | +4.3% | -23.8% | -20.2% |
| 3M | -12.5% | +25.1% | -37.6% | -17.4% |
| 6M | +8.2% | +52.9% | -44.7% | -6.5% |
| YTD | +40.7% | +22.2% | +18.5% | +40.4% |
| 1Y | +46.1% | +25.4% | +20.8% | +47.0% |
| All | +46.1% | +26.9% | +19.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling