+515.7%
ASML vs TXG
+9.8%
+505.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.5% |
| 7D | -9.0% | -15.4% | +6.4% | -5.4% |
| 30D | -21.0% | -22.1% | +1.1% | -16.4% |
| 3M | -16.3% | +30.0% | -46.3% | -23.3% |
| 6M | -7.5% | +160.7% | -168.2% | -29.4% |
| YTD | +34.0% | +263.5% | -229.5% | -7.0% |
| 1Y | +39.3% | +356.0% | -316.7% | -10.0% |
| 3Y | +128.9% | +53.4% | +75.5% | +77.8% |
| 5Y | +76.1% | -66.7% | +142.8% | +77.1% |
| All | +515.7% | +9.8% | +505.9% | +398.6% |
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