+1,395.4%
ASML vs TTMI
+352.8%
+1,042.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.9% | -1.9% | +2.3% |
| 7D | -9.0% | -19.8% | +10.8% | -1.2% |
| 30D | -21.0% | -48.1% | +27.2% | -0.8% |
| 3M | -16.3% | -51.2% | +34.9% | +6.7% |
| 6M | -7.5% | -59.6% | +52.1% | +24.6% |
| YTD | +34.0% | -3.6% | +37.6% | +21.8% |
| 1Y | +39.3% | -2.3% | +41.6% | +23.6% |
| 3Y | +128.9% | +369.4% | -240.5% | -4.0% |
| 5Y | +76.1% | +365.4% | -289.3% | -28.6% |
| All | +1,395.4% | +352.8% | +1,042.6% | +483.0% |
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