+47,278.4%
ASML vs TD
+7,985.3%
+39,293.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.4% |
| 7D | -9.0% | -1.7% | -7.3% | -7.9% |
| 30D | -21.0% | +8.2% | -29.2% | -25.3% |
| 3M | -16.3% | +1.7% | -18.0% | -17.5% |
| 6M | -7.5% | +14.2% | -21.8% | -16.0% |
| YTD | +34.0% | +32.8% | +1.2% | +9.9% |
| 1Y | +39.3% | +55.5% | -16.2% | +2.1% |
| 3Y | +128.9% | +129.6% | -0.8% | +25.5% |
| 5Y | +76.1% | +102.2% | -26.1% | +6.1% |
| 10Y | +1,428.4% | +306.3% | +1,122.1% | +445.1% |
| All | +47,278.4% | +7,985.3% | +39,293.1% | +2,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling