+1,395.4%
ASML vs TYL
+168.7%
+1,226.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +6.0% |
| 7D | -9.0% | +6.7% | -15.7% | -11.7% |
| 30D | -21.0% | +26.5% | -47.5% | -29.4% |
| 3M | -16.3% | +37.3% | -53.6% | -29.1% |
| 6M | -7.5% | +31.2% | -38.7% | -22.8% |
| YTD | +34.0% | -7.4% | +41.3% | +31.6% |
| 1Y | +39.3% | -9.6% | +48.8% | +38.2% |
| 3Y | +128.9% | +1.9% | +127.0% | +98.2% |
| 5Y | +76.1% | -21.1% | +97.2% | +76.8% |
| All | +1,395.4% | +168.7% | +1,226.7% | +677.9% |
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