+108.6%
ASML vs TW
+23.1%
+85.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +1.1% | -2.3% | +3.4% | +1.8% |
| 30D | +2.2% | +3.9% | -1.7% | +0.9% |
| 3M | -2.3% | +5.7% | -8.0% | -5.5% |
| 6M | +23.0% | -14.5% | +37.5% | +28.7% |
| YTD | +61.1% | -0.9% | +61.9% | +57.2% |
| 1Y | +129.1% | -13.5% | +142.6% | +136.9% |
| 3Y | +165.4% | +25.0% | +140.4% | +108.4% |
| All | +108.6% | +23.1% | +85.4% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling