+1,395.4%
ASML vs TTD
+435.2%
+960.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.8% |
| 7D | -9.0% | +5.2% | -14.2% | -10.0% |
| 30D | -21.0% | +6.9% | -27.9% | -22.3% |
| 3M | -16.3% | -26.8% | +10.5% | -11.8% |
| 6M | -7.5% | -46.1% | +38.6% | +3.0% |
| YTD | +34.0% | -65.9% | +99.9% | +63.4% |
| 1Y | +39.3% | -71.8% | +111.1% | +77.3% |
| 3Y | +128.9% | -83.3% | +212.2% | +200.3% |
| 5Y | +76.1% | -81.1% | +157.2% | +106.4% |
| All | +1,395.4% | +435.2% | +960.2% | +929.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling