+224.2%
ASML vs TSLQ
-97.3%
+321.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.4% | +13.4% | +3.6% |
| 7D | -9.0% | +19.7% | -28.7% | -5.4% |
| 30D | -21.0% | +4.1% | -25.1% | -19.3% |
| 3M | -16.3% | -30.9% | +14.6% | -19.5% |
| 6M | -7.5% | -13.6% | +6.1% | -4.2% |
| YTD | +34.0% | -2.6% | +36.6% | +44.2% |
| 1Y | +39.3% | -10.4% | +49.7% | +49.3% |
| 3Y | +128.9% | -96.4% | +225.2% | +83.1% |
| All | +224.2% | -97.3% | +321.5% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling