+1,582.8%
ASML vs TSN
+17.5%
+1,565.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -12.2% | +11.8% | -24.0% | -14.4% |
| 3M | -14.6% | +7.1% | -21.7% | -16.1% |
| 6M | -1.7% | -9.2% | +7.4% | -0.2% |
| YTD | +44.3% | +4.8% | +39.5% | +40.8% |
| 1Y | +51.0% | +11.6% | +39.4% | +44.7% |
| 3Y | +137.6% | +41.5% | +96.0% | +106.4% |
| 5Y | +92.7% | -15.5% | +108.3% | +96.1% |
| 10Y | +1,582.8% | +16.9% | +1,566.0% | +1,357.8% |
| All | +1,582.8% | +17.5% | +1,565.3% | +1,357.8% |
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