+5,734.8%
ASML vs TMUS
+302.5%
+5,432.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.4% |
| 7D | -10.0% | +7.5% | -17.5% | -11.9% |
| 30D | -19.4% | -3.3% | -16.1% | -19.5% |
| 3M | -12.5% | -9.7% | -2.8% | -11.2% |
| 6M | +8.2% | -17.2% | +25.4% | +11.1% |
| YTD | +40.7% | -20.3% | +61.1% | +44.8% |
| 1Y | +46.1% | -21.2% | +67.4% | +50.6% |
| 3Y | +138.5% | +13.5% | +125.0% | +117.0% |
| 5Y | +84.2% | +36.5% | +47.7% | +58.5% |
| 10Y | +1,505.1% | +239.2% | +1,265.9% | +987.2% |
| All | +5,734.8% | +302.5% | +5,432.3% | +2,845.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling