+1,644.6%
ASML vs TYL
+116.1%
+1,528.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +6.0% |
| 7D | +1.1% | -3.7% | +4.8% | +2.7% |
| 30D | +2.2% | +18.7% | -16.6% | -6.3% |
| 3M | -2.3% | +18.1% | -20.4% | -12.5% |
| 6M | +23.0% | -1.1% | +24.1% | +18.6% |
| YTD | +61.1% | -19.8% | +80.9% | +71.2% |
| 1Y | +129.1% | -34.3% | +163.4% | +172.4% |
| 3Y | +165.4% | -8.2% | +173.6% | +141.5% |
| 5Y | +109.5% | -25.4% | +134.9% | +115.3% |
| All | +1,644.6% | +116.1% | +1,528.5% | +902.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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