+39.3%
ASML vs TPR
+42.2%
-2.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.2% |
| 7D | -9.0% | +14.2% | -23.2% | -12.0% |
| 30D | -21.0% | +17.1% | -38.0% | -24.1% |
| 3M | -16.3% | -17.7% | +1.4% | -11.3% |
| 6M | -7.5% | -10.2% | +2.7% | -6.8% |
| YTD | +34.0% | +4.9% | +29.1% | +29.5% |
| 1Y | +39.3% | +36.1% | +3.2% | +25.1% |
| All | +39.3% | +42.2% | -2.9% | +25.1% |
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 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