+188.2%
ASML vs TDG
+50.9%
+137.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.7% |
| 7D | +6.0% | -0.9% | +6.9% | +6.5% |
| 30D | +1.4% | -6.5% | +7.9% | +4.9% |
| 3M | +1.0% | -5.1% | +6.1% | +3.1% |
| 6M | +37.0% | -11.5% | +48.5% | +44.5% |
| YTD | +65.8% | -13.9% | +79.6% | +76.7% |
| 1Y | +123.1% | -11.5% | +134.6% | +132.9% |
| 3Y | +188.2% | +53.7% | +134.5% | +114.6% |
| All | +188.2% | +50.9% | +137.2% | +114.6% |
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