+164.9%
ASML vs TT
+124.4%
+40.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | +2.2% | -7.4% | +9.6% | +7.8% |
| 3M | -2.3% | -3.2% | +0.9% | +0.1% |
| 6M | +23.0% | +1.1% | +21.9% | +22.5% |
| YTD | +61.1% | +15.6% | +45.4% | +46.3% |
| 1Y | +129.1% | +9.2% | +119.9% | +115.3% |
| All | +164.9% | +124.4% | +40.5% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling