+81.6%
ASML vs TOST
-45.8%
+127.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.9% |
| 7D | -10.0% | +10.7% | -20.8% | -12.3% |
| 30D | -19.4% | +17.7% | -37.2% | -22.8% |
| 3M | -12.5% | +4.6% | -17.1% | -14.0% |
| 6M | +8.2% | +20.3% | -12.0% | +1.2% |
| YTD | +40.7% | -0.4% | +41.1% | +36.6% |
| 1Y | +46.1% | -0.8% | +46.9% | +41.4% |
| 3Y | +138.5% | +102.2% | +36.3% | +78.5% |
| 5Y | +84.2% | -41.3% | +125.5% | +54.5% |
| All | +81.6% | -45.8% | +127.4% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling