+553.9%
ASML vs TXG
+20.5%
+533.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.7% | -3.5% | +3.8% |
| 7D | -0.8% | +5.5% | -6.4% | -2.2% |
| 30D | -14.9% | -19.3% | +4.5% | -10.7% |
| 3M | -13.0% | +25.0% | -38.0% | -19.3% |
| 6M | -4.7% | +201.2% | -205.9% | -29.7% |
| YTD | +42.3% | +298.8% | -256.5% | -3.5% |
| 1Y | +49.7% | +326.6% | -276.8% | -1.1% |
| 3Y | +144.3% | +78.3% | +66.0% | +82.7% |
| 5Y | +86.4% | -61.3% | +147.7% | +81.1% |
| All | +553.9% | +20.5% | +533.4% | +417.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling