+23.0%
ASML vs TDY
-11.1%
+34.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.7% |
| 7D | +1.1% | -1.8% | +2.9% | +3.2% |
| 30D | +2.2% | -10.7% | +12.9% | +16.1% |
| 3M | -2.3% | -1.3% | -1.0% | -1.0% |
| 6M | +23.0% | -10.6% | +33.5% | +41.9% |
| All | +23.0% | -11.1% | +34.1% | +41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling