+108.6%
ASML vs TTD
-81.6%
+190.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +5.1% |
| 7D | +1.1% | +6.3% | -5.2% | -0.4% |
| 30D | +2.2% | -23.9% | +26.1% | +7.3% |
| 3M | -2.3% | -31.4% | +29.1% | +4.4% |
| 6M | +23.0% | -42.7% | +65.6% | +34.4% |
| YTD | +61.1% | -62.0% | +123.0% | +94.9% |
| 1Y | +129.1% | -72.2% | +201.3% | +198.7% |
| 3Y | +165.4% | -81.9% | +247.3% | +244.2% |
| All | +108.6% | -81.6% | +190.2% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling