+46.6%
ASML vs TDY
+24.5%
+22.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.2% | +2.7% |
| 7D | -0.8% | -2.5% | +1.7% | +1.3% |
| 30D | -14.9% | +4.8% | -19.7% | -17.8% |
| 3M | -13.0% | -6.9% | -6.0% | -7.7% |
| 6M | -4.7% | +3.5% | -8.2% | -6.6% |
| YTD | +42.3% | +26.0% | +16.3% | +31.3% |
| All | +46.6% | +24.5% | +22.1% | +35.4% |
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 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