+63.4%
TSLA vs ASML
+129.1%
-65.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +1.8% |
| 7D | -10.4% | -9.0% | -1.4% | -6.2% |
| 30D | -5.2% | -21.0% | +15.8% | +5.9% |
| 3M | +12.1% | -16.3% | +28.4% | +21.1% |
| 6M | -10.2% | -7.5% | -2.6% | -8.2% |
| YTD | -20.3% | +34.0% | -54.3% | -33.4% |
| 1Y | -19.7% | +39.3% | -58.9% | -34.3% |
| 3Y | +63.4% | +128.9% | -65.5% | +6.5% |
| All | +63.4% | +129.1% | -65.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling