+1,534.9%
ASML vs TD
+303.3%
+1,231.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.3% |
| 30D | -15.2% | +7.6% | -22.8% | -19.4% |
| 3M | -12.9% | +3.0% | -15.9% | -14.8% |
| 6M | -5.0% | +16.8% | -21.9% | -15.0% |
| YTD | +41.8% | +34.3% | +7.5% | +15.5% |
| 1Y | +46.0% | +56.0% | -9.9% | +7.2% |
| 3Y | +133.5% | +132.4% | +1.1% | +28.1% |
| 5Y | +93.0% | +103.7% | -10.7% | +16.9% |
| 10Y | +1,534.9% | +299.2% | +1,235.8% | +647.9% |
| All | +1,534.9% | +303.3% | +1,231.6% | +647.9% |
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