+1,644.6%
ASML vs TMUS
+304.9%
+1,339.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +5.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | +5.3% | -3.1% | +0.2% |
| 3M | -2.3% | +3.1% | -5.4% | -5.0% |
| 6M | +23.0% | -16.5% | +39.4% | +29.0% |
| YTD | +61.1% | -9.2% | +70.2% | +62.2% |
| 1Y | +129.1% | -26.5% | +155.6% | +151.6% |
| 3Y | +165.4% | +39.0% | +126.3% | +104.4% |
| 5Y | +109.5% | +40.4% | +69.1% | +59.1% |
| All | +1,644.6% | +304.9% | +1,339.7% | +757.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling