-2.9%
TSLA vs ASML
+44.5%
-47.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +8.9% | +4.9% | +4.0% | +6.7% |
| 30D | +6.3% | -9.3% | +15.5% | +10.3% |
| 3M | +14.8% | -19.0% | +33.8% | +24.1% |
| 6M | -12.4% | -5.2% | -7.1% | -11.1% |
| YTD | -13.2% | +40.6% | -53.8% | -20.5% |
| 1Y | -2.9% | +47.5% | -50.4% | -12.2% |
| All | -2.9% | +44.5% | -47.4% | -12.2% |
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