+117.9%
ASML vs TTD
-83.9%
+201.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.2% | -9.0% |
| 7D | -19.0% | -1.9% | -17.1% | -18.8% |
| 30D | -25.9% | +7.5% | -33.4% | -26.6% |
| 3M | -19.1% | -32.4% | +13.4% | -15.9% |
| 6M | -5.7% | -47.9% | +42.2% | +1.3% |
| YTD | +27.6% | -66.3% | +93.8% | +47.0% |
| 1Y | +30.8% | -73.1% | +103.9% | +57.2% |
| All | +117.9% | -83.9% | +201.8% | +156.0% |
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