+46.6%
ASML vs TDG
-4.9%
+51.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.4% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | -14.9% | +10.0% | -24.9% | -18.4% |
| 3M | -13.0% | -0.5% | -12.4% | -12.6% |
| 6M | -4.7% | +0.3% | -5.0% | -5.7% |
| YTD | +42.3% | -8.3% | +50.7% | +43.0% |
| All | +46.6% | -4.9% | +51.5% | +47.4% |
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