+77,094.7%
ASML vs TSN
+494.4%
+76,600.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.5% | -9.4% |
| 7D | -19.0% | +6.9% | -25.9% | -20.5% |
| 30D | -25.9% | +15.7% | -41.6% | -28.9% |
| 3M | -19.1% | +4.3% | -23.3% | -20.2% |
| 6M | -5.7% | -10.6% | +4.9% | -4.0% |
| YTD | +27.6% | +5.2% | +22.4% | +23.8% |
| 1Y | +30.8% | +18.7% | +12.1% | +22.6% |
| 3Y | +116.2% | +41.8% | +74.5% | +88.8% |
| 5Y | +67.7% | -13.6% | +81.2% | +66.4% |
| 10Y | +1,355.3% | +16.2% | +1,339.1% | +1,171.2% |
| All | +77,094.7% | +494.4% | +76,600.3% | +37,319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling