+115.6%
ASML vs TDY
+36.7%
+78.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.6% |
| 7D | +6.0% | -0.9% | +6.9% | +6.7% |
| 30D | +1.4% | -12.5% | +13.8% | +12.2% |
| 3M | +1.0% | -1.2% | +2.2% | +2.3% |
| 6M | +37.0% | -6.6% | +43.6% | +44.9% |
| YTD | +65.8% | +18.5% | +47.3% | +46.0% |
| 1Y | +123.1% | +10.8% | +112.3% | +105.5% |
| 3Y | +188.2% | +47.5% | +140.7% | +102.8% |
| 5Y | +115.6% | +35.8% | +79.8% | +59.0% |
| All | +115.6% | +36.7% | +78.9% | +59.0% |
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