+46.0%
ASML vs TXG
+300.4%
-254.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -2.9% | -3.7% | +0.8% | -2.0% |
| 30D | -15.2% | -22.0% | +6.8% | -11.1% |
| 3M | -12.9% | +7.4% | -20.3% | -15.0% |
| 6M | -5.0% | +191.2% | -196.2% | -24.6% |
| YTD | +41.8% | +285.7% | -243.9% | +9.0% |
| 1Y | +46.0% | +268.3% | -222.2% | +12.0% |
| All | +46.0% | +300.4% | -254.3% | +12.0% |
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