+4.6%
TSLA vs ASML
+134.2%
-129.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.2% | -10.1% | -7.7% |
| 7D | +1.5% | +1.1% | +0.4% | +0.9% |
| 30D | +10.1% | +2.2% | +7.9% | +8.7% |
| 3M | -15.4% | -2.3% | -13.1% | -15.3% |
| 6M | -12.8% | +23.0% | -35.7% | -21.0% |
| YTD | -21.3% | +61.1% | -82.3% | -36.8% |
| 1Y | +4.6% | +129.1% | -124.5% | -18.6% |
| All | +4.6% | +134.2% | -129.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 1y: compounded portfolio wealth divided by compounded ASML 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…
1y analysis · Full analysis span regression · 6 months rolling