+164.9%
ASML vs TSN
+8.7%
+156.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.1% |
| 7D | +1.1% | -6.3% | +7.4% | +0.1% |
| 30D | +2.2% | -10.8% | +13.0% | +0.3% |
| 3M | -2.3% | -8.8% | +6.5% | -3.4% |
| 6M | +23.0% | -16.8% | +39.8% | +20.7% |
| YTD | +61.1% | -10.0% | +71.1% | +59.5% |
| 1Y | +129.1% | -5.3% | +134.4% | +128.1% |
| All | +164.9% | +8.7% | +156.2% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling