+133.9%
ASML vs TMO
+58.7%
+75.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.9% | +0.8% | +4.2% | +4.7% |
| 30D | -9.3% | +4.0% | -13.3% | -10.3% |
| 3M | -19.0% | +17.6% | -36.6% | -23.8% |
| 6M | -5.2% | +57.3% | -62.5% | -22.2% |
| YTD | +40.6% | +21.2% | +19.4% | +30.4% |
| 1Y | +47.5% | +21.1% | +26.4% | +36.7% |
| 3Y | +133.9% | +58.8% | +75.0% | +92.5% |
| All | +133.9% | +58.7% | +75.2% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling