+128.9%
ASML vs TSEM
+468.0%
-339.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.8% | +0.2% | +3.2% |
| 7D | -9.0% | -17.5% | +8.5% | -2.3% |
| 30D | -21.0% | -44.7% | +23.7% | -2.4% |
| 3M | -16.3% | -38.9% | +22.6% | -1.6% |
| 6M | -7.5% | -36.7% | +29.1% | +3.6% |
| YTD | +34.0% | +17.0% | +17.0% | +13.9% |
| 1Y | +39.3% | +62.8% | -23.5% | +1.6% |
| 3Y | +128.9% | +471.3% | -342.4% | -8.0% |
| All | +128.9% | +468.0% | -339.1% | -8.0% |
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