+116.2%
ASML vs TMO
+25.0%
+91.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -0.2% | +1.0% | -1.2% | -0.5% |
| 3M | -2.6% | +22.7% | -25.3% | -8.8% |
| 6M | +27.9% | +19.0% | +8.8% | +21.1% |
| YTD | +62.4% | +4.7% | +57.7% | +62.7% |
| 1Y | +116.2% | +26.0% | +90.2% | +107.4% |
| All | +116.2% | +25.0% | +91.3% | +107.4% |
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