+93.0%
ASML vs TSEM
+306.6%
-213.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.8% |
| 7D | -2.9% | -9.5% | +6.6% | +0.7% |
| 30D | -15.2% | -35.5% | +20.3% | -1.1% |
| 3M | -12.9% | -41.6% | +28.7% | +4.2% |
| 6M | -5.0% | -30.1% | +25.0% | +2.4% |
| YTD | +41.8% | +25.7% | +16.1% | +18.5% |
| 1Y | +46.0% | +50.5% | -4.4% | +13.1% |
| 3Y | +133.5% | +501.7% | -368.2% | -0.6% |
| 5Y | +93.0% | +310.9% | -217.9% | -1.3% |
| All | +93.0% | +306.6% | -213.6% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling