+97,349.8%
ASML vs TMO
+3,280.4%
+94,069.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.9% |
| 30D | +2.2% | +6.2% | -4.0% | -1.8% |
| 3M | -2.3% | +27.5% | -29.8% | -17.0% |
| 6M | +23.0% | +20.0% | +3.0% | +7.6% |
| YTD | +61.1% | +6.1% | +54.9% | +51.9% |
| 1Y | +129.1% | +25.8% | +103.3% | +93.0% |
| 3Y | +165.4% | +11.2% | +154.1% | +134.8% |
| 5Y | +109.5% | +9.6% | +99.9% | +87.2% |
| 10Y | +1,645.7% | +317.8% | +1,328.0% | +566.1% |
| All | +97,349.8% | +3,280.4% | +94,069.3% | +9,395.6% |
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 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