+67.7%
ASML vs TPR
+255.9%
-188.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -12.2% |
| 7D | -19.0% | +13.9% | -32.9% | -23.7% |
| 30D | -25.9% | +14.9% | -40.9% | -30.7% |
| 3M | -19.1% | -15.4% | -3.7% | -14.8% |
| 6M | -5.7% | -4.5% | -1.3% | -7.1% |
| YTD | +27.6% | +6.0% | +21.6% | +19.6% |
| 1Y | +30.8% | +24.3% | +6.5% | +13.3% |
| 3Y | +116.2% | +412.8% | -296.6% | -11.9% |
| 5Y | +67.7% | +258.4% | -190.8% | -22.7% |
| All | +67.7% | +255.9% | -188.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling