+1,504.8%
ASML vs TDY
+518.8%
+986.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.2% | +3.5% |
| 7D | -0.8% | -2.5% | +1.7% | +1.1% |
| 30D | -14.9% | +4.8% | -19.7% | -17.2% |
| 3M | -13.0% | -6.9% | -6.0% | -8.5% |
| 6M | -4.7% | +3.5% | -8.2% | -6.1% |
| YTD | +42.3% | +26.0% | +16.3% | +23.3% |
| 1Y | +49.7% | +25.4% | +24.3% | +29.8% |
| 3Y | +144.3% | +70.9% | +73.4% | +68.7% |
| 5Y | +86.4% | +46.6% | +39.8% | +43.3% |
| 10Y | +1,504.8% | +468.9% | +1,036.0% | +584.4% |
| All | +1,504.8% | +518.8% | +986.1% | +584.4% |
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