+13,634.3%
TSM vs ASML
+10,835.8%
+2,798.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +0.6% |
| 7D | +2.7% | +1.1% | +1.6% | +2.1% |
| 30D | +3.6% | +2.2% | +1.4% | +2.3% |
| 3M | -3.4% | -2.3% | -1.1% | -2.4% |
| 6M | +20.6% | +23.0% | -2.4% | +6.9% |
| YTD | +41.9% | +61.1% | -19.2% | +8.3% |
| 1Y | +84.4% | +129.1% | -44.7% | +16.0% |
| 3Y | +380.2% | +165.4% | +214.9% | +174.3% |
| 5Y | +275.3% | +109.5% | +165.9% | +134.1% |
| 10Y | +1,751.4% | +1,645.7% | +105.7% | +263.2% |
| All | +13,634.3% | +10,835.8% | +2,798.6% | +775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling