+107.9%
ASML vs TOST
-48.0%
+155.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +1.1% | -3.4% | +4.5% | +1.9% |
| 30D | +2.2% | -2.4% | +4.6% | +2.6% |
| 3M | -2.3% | +34.6% | -36.9% | -9.9% |
| 6M | +23.0% | +15.2% | +7.8% | +16.3% |
| YTD | +61.1% | -4.4% | +65.5% | +58.7% |
| 1Y | +129.1% | -17.4% | +146.5% | +133.5% |
| 3Y | +165.4% | +54.5% | +110.9% | +114.9% |
| All | +107.9% | -48.0% | +155.8% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling