+39.3%
ASML vs TMUS
-18.2%
+57.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +5.4% |
| 7D | -9.0% | +3.6% | -12.6% | -7.6% |
| 30D | -21.0% | -3.4% | -17.6% | -20.7% |
| 3M | -16.3% | -9.5% | -6.8% | -18.0% |
| 6M | -7.5% | -15.2% | +7.7% | -9.7% |
| YTD | +34.0% | -18.9% | +52.9% | +28.5% |
| 1Y | +39.3% | -17.7% | +57.0% | +34.8% |
| All | +39.3% | -18.2% | +57.5% | +34.8% |
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