+117.9%
ASML vs TW
+39.8%
+78.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.4% | -9.8% | -9.3% |
| 7D | -19.0% | +7.3% | -26.3% | -18.8% |
| 30D | -25.9% | +18.6% | -44.6% | -25.6% |
| 3M | -19.1% | +24.8% | -43.9% | -18.6% |
| 6M | -5.7% | +16.1% | -21.8% | -4.7% |
| YTD | +27.6% | +19.1% | +8.5% | +27.6% |
| 1Y | +30.8% | +22.8% | +8.0% | +29.8% |
| All | +117.9% | +39.8% | +78.2% | +104.3% |
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