+97,349.8%
ASML vs TT
+11,939.4%
+85,410.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.7% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -7.2% | +9.3% | +6.6% |
| 3M | -2.3% | -3.0% | +0.7% | -0.5% |
| 6M | +23.0% | +1.4% | +21.6% | +22.6% |
| YTD | +61.1% | +15.9% | +45.2% | +48.1% |
| 1Y | +129.1% | +9.4% | +119.7% | +117.2% |
| 3Y | +165.4% | +124.4% | +41.0% | +66.1% |
| 5Y | +109.5% | +138.0% | -28.5% | +26.9% |
| 10Y | +1,645.7% | +886.4% | +759.3% | +366.5% |
| All | +97,349.8% | +11,939.4% | +85,410.4% | +7,171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling