+164.9%
ASML vs TW
+26.0%
+138.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.2% |
| 30D | +2.2% | +3.9% | -1.7% | +2.1% |
| 3M | -2.3% | +5.7% | -8.0% | -3.0% |
| 6M | +23.0% | -14.5% | +37.5% | +26.1% |
| YTD | +61.1% | -0.9% | +61.9% | +60.0% |
| 1Y | +129.1% | -13.5% | +142.6% | +134.8% |
| All | +164.9% | +26.0% | +138.9% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling