+108.6%
ASML vs TPR
+239.8%
-131.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -2.3% | +3.4% | +2.1% |
| 30D | +2.2% | -23.0% | +25.2% | +12.9% |
| 3M | -2.3% | -12.5% | +10.2% | +1.3% |
| 6M | +23.0% | -21.4% | +44.4% | +33.6% |
| YTD | +61.1% | -3.5% | +64.6% | +58.7% |
| 1Y | +129.1% | +17.4% | +111.8% | +105.1% |
| 3Y | +165.4% | +291.3% | -125.9% | +25.8% |
| All | +108.6% | +239.8% | -131.2% | +0.6% |
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