+123.1%
ASML vs TDG
-8.5%
+131.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.5% |
| 7D | +6.0% | -0.9% | +6.9% | +6.4% |
| 30D | +1.4% | -6.5% | +7.9% | +4.2% |
| 3M | +1.0% | -5.1% | +6.1% | +2.5% |
| 6M | +37.0% | -11.5% | +48.5% | +41.0% |
| YTD | +65.8% | -13.9% | +79.6% | +72.6% |
| 1Y | +123.1% | -11.5% | +134.6% | +129.3% |
| All | +123.1% | -8.5% | +131.6% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling