+39.3%
ASML vs TW
+22.3%
+17.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.1% |
| 7D | -9.0% | +4.2% | -13.2% | -7.6% |
| 30D | -21.0% | +18.9% | -39.9% | -16.1% |
| 3M | -16.3% | +23.8% | -40.1% | -9.8% |
| 6M | -7.5% | +17.0% | -24.6% | -0.4% |
| YTD | +34.0% | +19.2% | +14.8% | +42.2% |
| 1Y | +39.3% | +20.1% | +19.2% | +48.6% |
| All | +39.3% | +22.3% | +17.0% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling