+75.5%
ASML vs TSN
-14.6%
+90.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.1% |
| 7D | -9.0% | +4.6% | -13.6% | -9.3% |
| 30D | -21.0% | +15.4% | -36.4% | -21.8% |
| 3M | -16.3% | +2.9% | -19.2% | -16.5% |
| 6M | -7.5% | -10.8% | +3.3% | -6.0% |
| YTD | +34.0% | +4.5% | +29.5% | +32.7% |
| 1Y | +39.3% | +19.5% | +19.8% | +34.7% |
| 3Y | +128.9% | +42.2% | +86.6% | +101.9% |
| All | +75.5% | -14.6% | +90.0% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling