+36.0%
TSM vs ASML
+43.4%
-7.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | 0.0% |
| 7D | -10.0% | -10.0% | +0.1% | -3.8% |
| 30D | -18.5% | -19.4% | +0.9% | -6.8% |
| 3M | -4.9% | -12.5% | +7.6% | +3.0% |
| 6M | -1.0% | +8.2% | -9.2% | -5.7% |
| YTD | +31.3% | +40.7% | -9.5% | +7.6% |
| 1Y | +36.0% | +46.1% | -10.1% | +9.5% |
| All | +36.0% | +43.4% | -7.4% | +9.5% |
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 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