+164.9%
ASML vs TSLL
-30.6%
+195.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.8% | +16.0% | +5.8% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | +2.2% | +17.8% | -15.6% | -0.8% |
| 3M | -2.3% | -37.0% | +34.7% | +2.0% |
| 6M | +23.0% | -37.7% | +60.6% | +27.8% |
| YTD | +61.1% | -51.4% | +112.4% | +71.8% |
| 1Y | +129.1% | -23.4% | +152.5% | +128.5% |
| All | +164.9% | -30.6% | +195.6% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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