+135.9%
ASML vs TSLQ
-96.9%
+232.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.5% |
| 7D | -2.9% | +4.7% | -7.6% | -1.3% |
| 30D | -15.2% | -5.6% | -9.6% | -14.8% |
| 3M | -12.9% | -34.6% | +21.7% | -16.5% |
| 6M | -5.0% | -11.4% | +6.3% | -1.7% |
| YTD | +41.8% | -14.1% | +55.9% | +48.6% |
| 1Y | +46.0% | -20.7% | +66.8% | +52.5% |
| All | +135.9% | -96.9% | +232.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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