+47.7%
ASML vs TSEM
+50.6%
-2.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +10.4% | +20.5% | -10.2% | +3.2% |
| 30D | -12.7% | -29.0% | +16.2% | -2.9% |
| 3M | -17.2% | -39.4% | +22.2% | -3.9% |
| 6M | -1.3% | -28.5% | +27.2% | +6.2% |
| YTD | +40.8% | +34.4% | +6.4% | +18.2% |
| All | +47.7% | +50.6% | -2.9% | +13.7% |
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