+133.9%
ASML vs TDG
+43.8%
+90.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.1% |
| 30D | -9.3% | +9.7% | -19.0% | -13.6% |
| 3M | -19.0% | -2.3% | -16.7% | -18.1% |
| 6M | -5.2% | +1.3% | -6.5% | -6.9% |
| YTD | +40.6% | -8.5% | +49.1% | +45.3% |
| 1Y | +47.5% | -8.1% | +55.6% | +51.9% |
| 3Y | +133.9% | +43.4% | +90.5% | +65.2% |
| All | +133.9% | +43.8% | +90.0% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling