+85,698.1%
ASML vs TMO
+3,858.6%
+81,839.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -2.9% | +2.8% | -5.7% | -4.3% |
| 30D | -15.2% | +9.1% | -24.3% | -19.3% |
| 3M | -12.9% | +19.9% | -32.8% | -22.2% |
| 6M | -5.0% | +54.7% | -59.8% | -28.7% |
| YTD | +41.8% | +24.3% | +17.5% | +21.5% |
| 1Y | +46.0% | +25.0% | +21.0% | +24.5% |
| 3Y | +133.5% | +61.7% | +71.8% | +64.1% |
| 5Y | +93.0% | +16.2% | +76.8% | +67.2% |
| 10Y | +1,534.9% | +378.7% | +1,156.2% | +475.1% |
| All | +85,698.1% | +3,858.6% | +81,839.5% | +7,493.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling