+128.9%
ASML vs TDY
+62.6%
+66.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +2.1% |
| 7D | -9.0% | -6.0% | -3.0% | -5.2% |
| 30D | -21.0% | +2.4% | -23.4% | -21.8% |
| 3M | -16.3% | -10.0% | -6.3% | -10.5% |
| 6M | -7.5% | -4.0% | -3.6% | -4.7% |
| YTD | +34.0% | +21.1% | +12.9% | +23.3% |
| 1Y | +39.3% | +22.1% | +17.2% | +27.6% |
| 3Y | +128.9% | +64.0% | +64.8% | +67.7% |
| All | +128.9% | +62.6% | +66.2% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling