+75.5%
ASML vs TDG
+115.9%
-40.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.6% |
| 7D | -9.0% | +4.4% | -13.4% | -11.8% |
| 30D | -21.0% | +9.2% | -30.2% | -25.8% |
| 3M | -16.3% | -5.2% | -11.1% | -13.6% |
| 6M | -7.5% | -2.9% | -4.6% | -7.1% |
| YTD | +34.0% | -10.0% | +44.0% | +41.2% |
| 1Y | +39.3% | -5.9% | +45.1% | +41.7% |
| 3Y | +128.9% | +57.6% | +71.3% | +42.6% |
| All | +75.5% | +115.9% | -40.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling