+1,504.8%
ASML vs TMO
+380.1%
+1,124.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +3.9% |
| 7D | -0.8% | +5.7% | -6.6% | -3.9% |
| 30D | -14.9% | +9.7% | -24.6% | -19.2% |
| 3M | -13.0% | +21.6% | -34.5% | -22.8% |
| 6M | -4.7% | +55.5% | -60.2% | -28.6% |
| YTD | +42.3% | +24.9% | +17.4% | +22.2% |
| 1Y | +49.7% | +26.5% | +23.2% | +27.3% |
| 3Y | +144.3% | +64.0% | +80.3% | +68.0% |
| 5Y | +86.4% | +18.3% | +68.0% | +59.2% |
| 10Y | +1,504.8% | +388.2% | +1,116.6% | +538.6% |
| All | +1,504.8% | +380.1% | +1,124.8% | +538.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling