+1,323.9%
ASML vs TPR
+388.4%
+935.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -11.6% |
| 7D | -19.0% | +13.9% | -32.9% | -22.7% |
| 30D | -25.9% | +14.9% | -40.9% | -29.6% |
| 3M | -19.1% | -15.4% | -3.7% | -15.9% |
| 6M | -5.7% | -4.5% | -1.3% | -6.6% |
| YTD | +27.6% | +6.0% | +21.6% | +22.1% |
| 1Y | +30.8% | +24.3% | +6.5% | +18.4% |
| 3Y | +116.2% | +412.8% | -296.6% | +20.4% |
| 5Y | +67.7% | +258.4% | -190.8% | +2.2% |
| All | +1,323.9% | +388.4% | +935.5% | +673.1% |
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