+145.6%
ASML vs TPG
+92.2%
+53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +1.1% | -2.4% | +3.5% | +2.3% |
| 30D | +2.2% | +11.1% | -8.9% | -3.3% |
| 3M | -2.3% | +26.3% | -28.6% | -13.5% |
| 6M | +23.0% | +18.3% | +4.6% | +11.6% |
| YTD | +61.1% | -14.4% | +75.5% | +70.5% |
| 1Y | +129.1% | -6.7% | +135.8% | +129.8% |
| 3Y | +165.4% | +111.5% | +53.9% | +58.0% |
| All | +145.6% | +92.2% | +53.3% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling