+117.9%
ASML vs TSEM
+441.7%
-323.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.0% | +2.6% | -4.8% |
| 7D | -19.0% | -30.3% | +11.3% | -7.6% |
| 30D | -25.9% | -49.3% | +23.4% | -5.5% |
| 3M | -19.1% | -38.0% | +18.9% | -5.4% |
| 6M | -5.7% | -41.9% | +36.2% | +9.0% |
| YTD | +27.6% | +11.6% | +16.0% | +10.4% |
| 1Y | +30.8% | +50.5% | -19.7% | -1.6% |
| All | +117.9% | +441.7% | -323.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling