+1,644.6%
ASML vs TSN
-12.9%
+1,657.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +1.1% | -6.3% | +7.4% | +2.5% |
| 30D | +2.2% | -10.8% | +13.0% | +4.7% |
| 3M | -2.3% | -8.8% | +6.5% | -1.0% |
| 6M | +23.0% | -16.8% | +39.8% | +26.9% |
| YTD | +61.1% | -10.0% | +71.1% | +62.7% |
| 1Y | +129.1% | -5.3% | +134.4% | +127.7% |
| 3Y | +165.4% | +8.5% | +156.8% | +147.2% |
| 5Y | +109.5% | -22.9% | +132.4% | +116.0% |
| All | +1,644.6% | -12.9% | +1,657.4% | +1,537.1% |
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