+119.5%
ASML vs TDY
+9.6%
+109.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | +2.8% | -1.8% | +4.6% | +4.2% |
| 30D | -0.2% | -13.8% | +13.5% | +11.1% |
| 3M | -2.6% | -3.9% | +1.3% | +0.7% |
| 6M | +27.9% | -9.0% | +36.9% | +35.2% |
| YTD | +62.4% | +16.5% | +45.9% | +58.2% |
| All | +119.5% | +9.6% | +109.9% | +121.3% |
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