+46.6%
ASML vs TW
+18.0%
+28.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.4% |
| 7D | -0.8% | +3.4% | -4.3% | +0.3% |
| 30D | -14.9% | +15.5% | -30.3% | -10.5% |
| 3M | -13.0% | +25.1% | -38.1% | -5.9% |
| 6M | -4.7% | +18.2% | -22.9% | +2.8% |
| YTD | +42.3% | +19.7% | +22.6% | +51.2% |
| All | +46.6% | +18.0% | +28.6% | +55.8% |
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 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