+108.6%
ASML vs TXG
-66.1%
+174.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | +2.2% | +32.0% | -29.8% | -5.6% |
| 3M | -2.3% | +87.0% | -89.3% | -18.0% |
| 6M | +23.0% | +180.1% | -157.1% | -7.7% |
| YTD | +61.1% | +284.1% | -223.1% | +10.6% |
| 1Y | +129.1% | +361.7% | -232.6% | +46.5% |
| 3Y | +165.4% | +15.9% | +149.4% | +126.1% |
| All | +108.6% | -66.1% | +174.6% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling