+175.6%
ASML vs TMO
+15.8%
+159.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | +2.2% | +6.2% | -4.0% | -0.4% |
| 3M | -2.3% | +27.5% | -29.8% | -12.6% |
| 6M | +23.0% | +20.0% | +3.0% | +12.8% |
| YTD | +61.1% | +6.1% | +54.9% | +56.6% |
| 1Y | +129.1% | +25.8% | +103.3% | +104.8% |
| All | +175.6% | +15.8% | +159.9% | +150.0% |
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 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