-15.6%
TSLA vs ASML
+66.6%
-82.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.3% | -1.4% | -5.4% |
| 7D | -14.8% | -19.0% | +4.3% | -3.8% |
| 30D | -9.7% | -25.9% | +16.2% | +7.2% |
| 3M | +6.9% | -19.1% | +25.9% | +19.5% |
| 6M | -11.7% | -5.7% | -6.0% | -11.1% |
| YTD | -23.6% | +27.6% | -51.2% | -37.6% |
| 1Y | -25.6% | +30.8% | -56.4% | -40.4% |
| 3Y | +56.3% | +116.2% | -60.0% | -18.6% |
| 5Y | -15.6% | +67.7% | -83.3% | -51.8% |
| All | -15.6% | +66.6% | -82.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling