+67.7%
ASML vs TSN
-13.5%
+81.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.5% | -9.3% |
| 7D | -19.0% | +6.9% | -25.9% | -19.4% |
| 30D | -25.9% | +15.7% | -41.6% | -26.8% |
| 3M | -19.1% | +4.3% | -23.3% | -19.3% |
| 6M | -5.7% | -10.6% | +4.9% | -4.1% |
| YTD | +27.6% | +5.2% | +22.4% | +26.3% |
| 1Y | +30.8% | +18.7% | +12.1% | +26.7% |
| 3Y | +116.2% | +41.8% | +74.5% | +91.3% |
| 5Y | +67.7% | -13.6% | +81.2% | +92.2% |
| All | +67.7% | -13.5% | +81.1% | +92.2% |
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