+45,013.8%
ASML vs TD
+8,030.9%
+36,982.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -6.5% |
| 7D | -19.0% | -3.2% | -15.8% | -17.0% |
| 30D | -25.9% | +4.9% | -30.8% | -28.4% |
| 3M | -19.1% | +2.3% | -21.4% | -20.5% |
| 6M | -5.7% | +17.8% | -23.5% | -16.1% |
| YTD | +27.6% | +33.5% | -5.9% | +4.3% |
| 1Y | +30.8% | +55.9% | -25.1% | -4.3% |
| 3Y | +116.2% | +131.5% | -15.3% | +17.9% |
| 5Y | +67.7% | +103.3% | -35.7% | +0.6% |
| 10Y | +1,355.3% | +308.6% | +1,046.8% | +417.1% |
| All | +45,013.8% | +8,030.9% | +36,982.9% | +2,294.3% |
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