+135.9%
ASML vs TTD
-76.0%
+211.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.8% |
| 7D | -2.9% | +19.9% | -22.8% | -5.0% |
| 30D | -15.2% | +27.6% | -42.8% | -17.8% |
| 3M | -12.9% | +15.2% | -28.1% | -14.9% |
| 6M | -5.0% | -33.2% | +28.1% | -0.9% |
| YTD | +41.8% | -59.4% | +101.2% | +61.4% |
| 1Y | +46.0% | -64.4% | +110.4% | +70.5% |
| All | +135.9% | -76.0% | +211.8% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling