+30.8%
ASML vs TOST
-6.2%
+36.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.4% |
| 7D | -19.0% | +11.6% | -30.7% | -17.7% |
| 30D | -25.9% | +16.2% | -42.2% | -24.3% |
| 3M | -19.1% | +1.0% | -20.1% | -18.6% |
| 6M | -5.7% | +23.2% | -28.9% | -2.6% |
| YTD | +27.6% | -1.0% | +28.6% | +30.0% |
| 1Y | +30.8% | -9.9% | +40.7% | +36.1% |
| All | +30.8% | -6.2% | +36.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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