+1,598.5%
TSM vs ASML
+1,513.0%
+85.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -2.1% | -2.9% | +0.8% | -0.1% |
| 30D | -12.5% | -15.2% | +2.7% | -3.1% |
| 3M | -5.0% | -12.9% | +7.9% | +3.2% |
| 6M | -3.2% | -5.0% | +1.8% | -0.9% |
| YTD | +31.5% | +41.8% | -10.3% | +4.3% |
| 1Y | +35.7% | +46.0% | -10.3% | +5.4% |
| 3Y | +323.5% | +133.5% | +190.0% | +140.0% |
| 5Y | +263.4% | +93.0% | +170.4% | +120.5% |
| 10Y | +1,598.5% | +1,534.9% | +63.6% | +252.7% |
| All | +1,598.5% | +1,513.0% | +85.6% | +252.7% |
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