+75.5%
ASML vs TDY
+38.0%
+37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +1.4% |
| 7D | -9.0% | -6.0% | -3.0% | -4.3% |
| 30D | -21.0% | +2.4% | -23.4% | -22.1% |
| 3M | -16.3% | -10.0% | -6.3% | -9.0% |
| 6M | -7.5% | -4.0% | -3.6% | -4.0% |
| YTD | +34.0% | +21.1% | +12.9% | +16.3% |
| 1Y | +39.3% | +22.1% | +17.2% | +19.9% |
| 3Y | +128.9% | +64.0% | +64.8% | +46.1% |
| All | +75.5% | +38.0% | +37.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling