+6,524.2%
ASML vs TDY
+7,137.3%
-613.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | +2.2% | -10.7% | +12.9% | +7.2% |
| 3M | -2.3% | -1.3% | -1.0% | -1.4% |
| 6M | +23.0% | -10.6% | +33.5% | +29.7% |
| YTD | +61.1% | +19.6% | +41.5% | +49.8% |
| 1Y | +129.1% | +11.6% | +117.5% | +118.9% |
| 3Y | +165.4% | +45.2% | +120.1% | +125.0% |
| 5Y | +109.5% | +36.1% | +73.4% | +84.8% |
| 10Y | +1,645.7% | +458.8% | +1,186.9% | +773.5% |
| All | +6,524.2% | +7,137.3% | -613.1% | +1,484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling