+129.1%
ASML vs TMUS
-27.1%
+156.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +2.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | +2.2% | +5.3% | -3.1% | +4.6% |
| 3M | -2.3% | +3.1% | -5.4% | +1.2% |
| 6M | +23.0% | -16.5% | +39.4% | +16.6% |
| YTD | +61.1% | -9.2% | +70.2% | +58.3% |
| 1Y | +129.1% | -26.5% | +155.6% | +102.8% |
| All | +129.1% | -27.1% | +156.2% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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