+546.1%
ASML vs TXG
+7.8%
+538.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +4.9% | -1.8% | +6.8% | +5.4% |
| 30D | -9.3% | -20.4% | +11.1% | -4.4% |
| 3M | -19.0% | +0.1% | -19.1% | -20.4% |
| 6M | -5.2% | +176.2% | -181.4% | -28.6% |
| YTD | +40.6% | +256.8% | -216.2% | -2.0% |
| 1Y | +47.5% | +255.9% | -208.4% | +2.0% |
| 3Y | +133.9% | +60.2% | +73.7% | +79.6% |
| 5Y | +83.8% | -65.1% | +148.9% | +83.1% |
| All | +546.1% | +7.8% | +538.3% | +425.5% |
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