+117.9%
ASML vs TPR
+412.6%
-294.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -11.6% |
| 7D | -19.0% | +13.9% | -32.9% | -22.8% |
| 30D | -25.9% | +14.9% | -40.9% | -29.7% |
| 3M | -19.1% | -15.4% | -3.7% | -15.3% |
| 6M | -5.7% | -4.5% | -1.3% | -6.9% |
| YTD | +27.6% | +6.0% | +21.6% | +21.1% |
| 1Y | +30.8% | +24.3% | +6.5% | +16.3% |
| All | +117.9% | +412.6% | -294.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling