+46.0%
ASML vs TPR
+31.0%
+15.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -2.9% | +12.1% | -14.9% | -5.4% |
| 30D | -15.2% | +16.7% | -31.9% | -18.4% |
| 3M | -12.9% | -17.4% | +4.5% | -7.2% |
| 6M | -5.0% | +2.3% | -7.3% | -9.3% |
| YTD | +41.8% | +7.1% | +34.7% | +35.6% |
| 1Y | +46.0% | +29.5% | +16.6% | +29.9% |
| All | +46.0% | +31.0% | +15.0% | +29.9% |
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