+1,670.8%
ASML vs TD
+294.7%
+1,376.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +5.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.8% |
| 30D | +2.2% | +0.4% | +1.8% | +1.8% |
| 3M | -2.3% | +7.6% | -9.9% | -7.3% |
| 6M | +23.0% | +25.0% | -2.0% | +5.4% |
| YTD | +61.1% | +31.0% | +30.1% | +33.6% |
| 1Y | +129.1% | +65.2% | +63.9% | +61.9% |
| 3Y | +165.4% | +122.5% | +42.9% | +50.0% |
| 5Y | +109.5% | +124.8% | -15.3% | +19.0% |
| All | +1,670.8% | +294.7% | +1,376.1% | +660.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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