+289.7%
ASML vs TSLQ
-97.0%
+386.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.0% | -7.8% | +6.2% |
| 7D | +1.1% | -5.8% | +6.9% | +0.3% |
| 30D | +2.2% | -22.1% | +24.3% | -1.5% |
| 3M | -2.3% | +10.1% | -12.3% | +2.8% |
| 6M | +23.0% | -6.8% | +29.7% | +28.3% |
| YTD | +61.1% | +8.5% | +52.5% | +73.3% |
| 1Y | +129.1% | -49.7% | +178.8% | +125.0% |
| 3Y | +165.4% | -95.6% | +261.0% | +119.1% |
| All | +289.7% | -97.0% | +386.7% | +233.5% |
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