+129.1%
ASML vs TPR
+18.2%
+110.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -2.7% | +3.8% | +2.0% |
| 30D | +2.2% | -23.3% | +25.4% | +10.5% |
| 3M | -2.3% | -12.8% | +10.5% | -0.7% |
| 6M | +23.0% | -21.7% | +44.7% | +29.1% |
| YTD | +61.1% | -3.9% | +64.9% | +57.8% |
| 1Y | +129.1% | +16.9% | +112.2% | +107.4% |
| All | +129.1% | +18.2% | +110.9% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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