+1,395.4%
ASML vs TSN
+14.3%
+1,381.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | +4.6% | -13.6% | -10.0% |
| 30D | -21.0% | +15.4% | -36.4% | -23.5% |
| 3M | -16.3% | +2.9% | -19.2% | -17.0% |
| 6M | -7.5% | -10.8% | +3.3% | -5.7% |
| YTD | +34.0% | +4.5% | +29.5% | +30.8% |
| 1Y | +39.3% | +19.5% | +19.8% | +31.0% |
| 3Y | +128.9% | +42.2% | +86.6% | +98.4% |
| 5Y | +76.1% | -14.2% | +90.3% | +78.2% |
| All | +1,395.4% | +14.3% | +1,381.1% | +1,193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling