+129.1%
ASML vs TXG
+372.5%
-243.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.3% |
| 7D | +1.1% | +1.8% | -0.7% | +0.7% |
| 30D | +2.2% | +32.0% | -29.8% | -3.6% |
| 3M | -2.3% | +87.0% | -89.3% | -13.8% |
| 6M | +23.0% | +180.1% | -157.1% | +0.6% |
| YTD | +61.1% | +284.1% | -223.1% | +26.3% |
| 1Y | +129.1% | +361.7% | -232.6% | +77.9% |
| All | +129.1% | +372.5% | -243.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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