+228.3%
ASML vs TSLL
-57.4%
+285.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.8% | +16.0% | +5.9% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | +2.2% | +17.8% | -15.6% | -1.0% |
| 3M | -2.3% | -37.0% | +34.7% | +2.4% |
| 6M | +23.0% | -37.7% | +60.6% | +28.2% |
| YTD | +61.1% | -51.4% | +112.4% | +72.8% |
| 1Y | +129.1% | -23.4% | +152.5% | +127.6% |
| 3Y | +165.4% | -30.8% | +196.1% | +125.5% |
| All | +228.3% | -57.4% | +285.6% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling