+1,644.6%
ASML vs TSEM
+1,289.6%
+355.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.8% | -3.7% | +0.9% |
| 7D | +1.1% | +6.9% | -5.8% | -1.7% |
| 30D | +2.2% | +5.3% | -3.1% | -0.9% |
| 3M | -2.3% | -14.9% | +12.6% | +1.1% |
| 6M | +23.0% | +80.0% | -57.1% | -11.5% |
| YTD | +61.1% | +89.4% | -28.3% | +11.5% |
| 1Y | +129.1% | +253.1% | -124.0% | +17.7% |
| 3Y | +165.4% | +642.1% | -476.8% | -7.9% |
| 5Y | +109.5% | +659.1% | -549.6% | -30.8% |
| All | +1,644.6% | +1,289.6% | +355.0% | +331.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling