+45.2%
ASML vs TDY
+25.8%
+19.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | +10.4% | +9.4% | +0.9% | +2.2% |
| 30D | -12.7% | +5.9% | -18.7% | -16.4% |
| 3M | -17.2% | -5.7% | -11.5% | -13.1% |
| 6M | -1.3% | +2.4% | -3.7% | -2.9% |
| YTD | +40.8% | +26.8% | +14.0% | +30.0% |
| 1Y | +45.2% | +24.7% | +20.5% | +34.1% |
| All | +45.2% | +25.8% | +19.4% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling