+486.2%
ASML vs TXG
+7.5%
+478.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -5.9% |
| 7D | -19.0% | -28.8% | +9.8% | -12.3% |
| 30D | -25.9% | -28.0% | +2.1% | -20.2% |
| 3M | -19.1% | +22.3% | -41.4% | -24.7% |
| 6M | -5.7% | +163.8% | -169.5% | -28.2% |
| YTD | +27.6% | +256.0% | -228.4% | -11.1% |
| 1Y | +30.8% | +330.4% | -299.6% | -14.3% |
| 3Y | +116.2% | +46.2% | +70.1% | +70.1% |
| 5Y | +67.7% | -67.4% | +135.0% | +69.5% |
| All | +486.2% | +7.5% | +478.7% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling