+3,185.6%
TSLA vs ASML
+1,563.6%
+1,622.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.2% |
| 7D | +15.6% | +10.4% | +5.3% | +8.8% |
| 30D | +5.9% | -12.7% | +18.7% | +15.0% |
| 3M | +21.4% | -17.2% | +38.5% | +34.8% |
| 6M | -8.3% | -1.3% | -7.0% | -10.0% |
| YTD | -11.6% | +40.8% | -52.4% | -32.7% |
| 1Y | -7.7% | +45.2% | -52.9% | -31.4% |
| 3Y | +85.2% | +131.8% | -46.6% | -7.4% |
| 5Y | +15.4% | +84.0% | -68.6% | -34.4% |
| All | +3,185.6% | +1,563.6% | +1,622.0% | +421.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling