+46.1%
ASML vs TTD
-72.7%
+118.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.3% |
| 7D | -10.0% | +3.7% | -13.7% | -9.7% |
| 30D | -19.4% | +10.4% | -29.9% | -18.5% |
| 3M | -12.5% | -31.6% | +19.1% | -14.5% |
| 6M | +8.2% | -45.1% | +53.3% | +6.4% |
| YTD | +40.7% | -65.1% | +105.9% | +48.3% |
| 1Y | +46.1% | -72.0% | +118.1% | +62.6% |
| All | +46.1% | -72.7% | +118.8% | +62.6% |
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