+733.5%
ASML vs TW
+294.9%
+438.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.5% |
| 7D | +2.5% | +2.8% | -0.3% | +1.6% |
| 30D | -12.2% | +18.1% | -30.3% | -17.1% |
| 3M | -14.6% | +25.2% | -39.8% | -21.3% |
| 6M | -1.7% | +19.1% | -20.9% | -9.2% |
| YTD | +44.3% | +21.9% | +22.4% | +30.6% |
| 1Y | +51.0% | +18.9% | +32.1% | +37.9% |
| 3Y | +137.6% | +41.7% | +95.8% | +91.5% |
| 5Y | +92.7% | +40.4% | +52.3% | +50.4% |
| All | +733.5% | +294.9% | +438.7% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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