+1,534.9%
ASML vs TDY
+465.6%
+1,069.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.9% | -2.6% | -0.2% | -0.9% |
| 30D | -15.2% | +5.3% | -20.5% | -17.7% |
| 3M | -12.9% | -6.4% | -6.5% | -8.8% |
| 6M | -5.0% | +4.0% | -9.0% | -6.7% |
| YTD | +41.8% | +26.5% | +15.3% | +22.4% |
| 1Y | +46.0% | +24.2% | +21.8% | +27.3% |
| 3Y | +133.5% | +68.8% | +64.7% | +62.3% |
| 5Y | +93.0% | +45.9% | +47.1% | +48.7% |
| 10Y | +1,534.9% | +451.1% | +1,083.8% | +542.7% |
| All | +1,534.9% | +465.6% | +1,069.3% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling