+1,557.1%
ASML vs TD
+300.0%
+1,257.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | +1.1% | +3.8% | +4.2% |
| 30D | -9.3% | +5.2% | -14.5% | -12.3% |
| 3M | -19.0% | +1.2% | -20.2% | -19.8% |
| 6M | -5.2% | +17.7% | -23.0% | -15.6% |
| YTD | +40.6% | +34.2% | +6.4% | +14.6% |
| 1Y | +47.5% | +55.4% | -7.9% | +8.5% |
| 3Y | +133.9% | +130.4% | +3.5% | +29.0% |
| 5Y | +83.8% | +101.8% | -18.0% | +11.9% |
| All | +1,557.1% | +300.0% | +1,257.1% | +640.5% |
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