+117.9%
ASML vs TT
+85.3%
+32.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -5.9% |
| 7D | -19.0% | -9.0% | -10.1% | -12.7% |
| 30D | -25.9% | -17.6% | -8.3% | -13.9% |
| 3M | -19.1% | -18.7% | -0.4% | -5.1% |
| 6M | -5.7% | -17.4% | +11.7% | +9.4% |
| YTD | +27.6% | +1.5% | +26.0% | +26.8% |
| 1Y | +30.8% | -9.4% | +40.2% | +41.3% |
| All | +117.9% | +85.3% | +32.6% | +31.7% |
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 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