+1,323.9%
ASML vs TT
+744.7%
+579.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -6.3% |
| 7D | -19.0% | -9.0% | -10.1% | -13.4% |
| 30D | -25.9% | -17.6% | -8.3% | -15.3% |
| 3M | -19.1% | -18.7% | -0.4% | -6.6% |
| 6M | -5.7% | -17.4% | +11.7% | +7.7% |
| YTD | +27.6% | +1.5% | +26.0% | +26.7% |
| 1Y | +30.8% | -9.4% | +40.2% | +40.1% |
| 3Y | +116.2% | +85.1% | +31.2% | +43.3% |
| 5Y | +67.7% | +125.7% | -58.1% | -5.0% |
| All | +1,323.9% | +744.7% | +579.2% | +330.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling