+1,504.8%
ASML vs TDG
+559.4%
+945.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.3% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | -14.9% | +10.0% | -24.9% | -18.9% |
| 3M | -13.0% | -0.5% | -12.4% | -12.9% |
| 6M | -4.7% | +0.3% | -5.0% | -5.7% |
| YTD | +42.3% | -8.3% | +50.7% | +47.0% |
| 1Y | +49.7% | -5.1% | +54.8% | +51.8% |
| 3Y | +144.3% | +46.5% | +97.7% | +97.1% |
| 5Y | +86.4% | +114.1% | -27.7% | +24.8% |
| 10Y | +1,504.8% | +555.9% | +948.9% | +579.2% |
| All | +1,504.8% | +559.4% | +945.4% | +579.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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