+186.8%
ASML vs TSLL
-51.4%
+238.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.3% | +2.7% | -2.7% |
| 7D | -10.0% | -9.4% | -0.6% | -8.7% |
| 30D | -19.4% | +1.6% | -21.0% | -19.7% |
| 3M | -12.5% | +29.4% | -41.9% | -16.6% |
| 6M | +8.2% | -20.1% | +28.4% | +9.1% |
| YTD | +40.7% | -44.5% | +85.2% | +47.7% |
| 1Y | +46.1% | -46.0% | +92.2% | +53.0% |
| 3Y | +138.5% | -4.3% | +142.8% | +92.7% |
| All | +186.8% | -51.4% | +238.2% | +170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling