+46.1%
ASML vs TSEM
+79.9%
-33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.7% | +5.1% | -0.7% |
| 7D | -10.0% | -23.1% | +13.1% | -2.1% |
| 30D | -19.4% | -40.4% | +20.9% | -5.5% |
| 3M | -12.5% | -37.9% | +25.4% | +0.1% |
| 6M | +8.2% | -30.8% | +39.0% | +17.6% |
| YTD | +40.7% | +26.7% | +14.0% | +25.9% |
| 1Y | +46.1% | +80.5% | -34.3% | +18.4% |
| All | +46.1% | +79.9% | -33.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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