+1,643.1%
TSM vs ASML
+1,561.5%
+81.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +6.2% | +4.9% | +1.3% | +3.1% |
| 30D | -7.3% | -9.3% | +2.0% | -1.4% |
| 3M | -7.1% | -19.0% | +11.9% | +5.6% |
| 6M | +0.2% | -5.2% | +5.5% | +2.9% |
| YTD | +32.2% | +40.6% | -8.4% | +5.5% |
| 1Y | +42.8% | +47.5% | -4.7% | +10.3% |
| 3Y | +330.4% | +133.9% | +196.5% | +143.8% |
| 5Y | +263.9% | +83.8% | +180.1% | +127.5% |
| All | +1,643.1% | +1,561.5% | +81.6% | +263.3% |
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