+7,134.9%
ASML vs TDG
+13,659.6%
-6,524.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.7% |
| 7D | -9.0% | +4.4% | -13.4% | -11.0% |
| 30D | -21.0% | +9.2% | -30.2% | -24.5% |
| 3M | -16.3% | -5.2% | -11.1% | -14.4% |
| 6M | -7.5% | -2.9% | -4.6% | -7.1% |
| YTD | +34.0% | -10.0% | +44.0% | +39.6% |
| 1Y | +39.3% | -5.9% | +45.1% | +41.7% |
| 3Y | +128.9% | +57.6% | +71.3% | +77.6% |
| 5Y | +76.1% | +116.5% | -40.4% | +17.7% |
| 10Y | +1,428.4% | +555.1% | +873.2% | +437.9% |
| All | +7,134.9% | +13,659.6% | -6,524.7% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling