+562.2%
ASML vs TXG
+14.9%
+547.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.1% |
| 7D | +2.5% | -8.1% | +10.6% | +4.7% |
| 30D | -12.2% | -17.5% | +5.3% | -8.4% |
| 3M | -14.6% | +6.1% | -20.7% | -17.4% |
| 6M | -1.7% | +202.7% | -204.4% | -27.6% |
| YTD | +44.3% | +280.4% | -236.1% | -1.0% |
| 1Y | +51.0% | +274.0% | -223.0% | +3.2% |
| 3Y | +137.6% | +74.9% | +62.7% | +78.5% |
| 5Y | +92.7% | -63.0% | +155.8% | +89.3% |
| All | +562.2% | +14.9% | +547.3% | +430.2% |
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