+147.7%
ASML vs TPG
+78.6%
+69.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.1% |
| 7D | +2.8% | -6.5% | +9.3% | +6.0% |
| 30D | -0.2% | +0.1% | -0.3% | -0.8% |
| 3M | -2.6% | +14.5% | -17.1% | -9.7% |
| 6M | +27.9% | +17.3% | +10.5% | +16.1% |
| YTD | +62.4% | -20.5% | +82.9% | +77.9% |
| 1Y | +116.2% | -13.2% | +129.5% | +124.4% |
| 3Y | +182.4% | +87.7% | +94.7% | +78.9% |
| All | +147.7% | +78.6% | +69.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling