+1,504.8%
ASML vs TXT
+115.3%
+1,389.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.1% |
| 7D | -0.8% | -3.5% | +2.7% | +1.0% |
| 30D | -14.9% | +15.2% | -30.1% | -21.1% |
| 3M | -13.0% | -4.5% | -8.5% | -11.5% |
| 6M | -4.7% | -6.1% | +1.4% | -2.3% |
| YTD | +42.3% | -2.0% | +44.3% | +42.3% |
| 1Y | +49.7% | +4.2% | +45.5% | +45.0% |
| 3Y | +144.3% | +14.4% | +129.9% | +122.8% |
| 5Y | +86.4% | +12.3% | +74.0% | +71.3% |
| 10Y | +1,504.8% | +101.8% | +1,403.0% | +1,224.8% |
| All | +1,504.8% | +115.3% | +1,389.5% | +1,224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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