+129.1%
ASML vs TTD
-73.2%
+202.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +3.9% |
| 7D | +1.1% | +6.3% | -5.2% | +1.4% |
| 30D | +2.2% | -23.9% | +26.1% | +1.1% |
| 3M | -2.3% | -31.4% | +29.1% | -2.7% |
| 6M | +23.0% | -42.7% | +65.6% | +23.2% |
| YTD | +61.1% | -62.0% | +123.0% | +71.8% |
| 1Y | +129.1% | -72.2% | +201.3% | +156.9% |
| All | +129.1% | -73.2% | +202.3% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling