+117.9%
ASML vs TD
+130.6%
-12.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -6.7% |
| 7D | -19.0% | -3.2% | -15.8% | -17.1% |
| 30D | -25.9% | +4.9% | -30.8% | -28.1% |
| 3M | -19.1% | +2.3% | -21.4% | -20.2% |
| 6M | -5.7% | +17.8% | -23.5% | -15.4% |
| YTD | +27.6% | +33.5% | -5.9% | +6.2% |
| 1Y | +30.8% | +55.9% | -25.1% | +0.2% |
| All | +117.9% | +130.6% | -12.7% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling