+1,767.1%
ASML vs TTMI
+1,044.1%
+723.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.5% |
| 7D | +2.8% | +7.5% | -4.7% | -0.1% |
| 30D | -0.2% | -4.5% | +4.3% | +0.9% |
| 3M | -2.6% | -28.5% | +25.9% | +8.7% |
| 6M | +27.9% | +28.4% | -0.5% | +11.3% |
| YTD | +62.4% | +80.1% | -17.6% | +20.4% |
| 1Y | +116.2% | +161.0% | -44.8% | +34.1% |
| 3Y | +182.4% | +862.4% | -680.0% | -5.2% |
| 5Y | +112.4% | +812.9% | -700.5% | -29.1% |
| 10Y | +1,767.1% | +1,094.7% | +672.4% | +478.6% |
| All | +1,767.1% | +1,044.1% | +723.0% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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