+1,644.6%
ASML vs TPR
+321.0%
+1,323.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.9% |
| 30D | +2.2% | -23.0% | +25.2% | +10.2% |
| 3M | -2.3% | -12.5% | +10.2% | +0.6% |
| 6M | +23.0% | -21.4% | +44.4% | +31.2% |
| YTD | +61.1% | -3.5% | +64.6% | +60.1% |
| 1Y | +129.1% | +17.4% | +111.8% | +112.7% |
| 3Y | +165.4% | +291.3% | -125.9% | +62.1% |
| 5Y | +109.5% | +241.9% | -132.4% | +30.7% |
| All | +1,644.6% | +321.0% | +1,323.6% | +868.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling