+1,504.8%
ASML vs TTMI
+476.8%
+1,028.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +13.3% | -7.0% | +1.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | -14.9% | -37.7% | +22.9% | -0.6% |
| 3M | -13.0% | -45.1% | +32.1% | +5.7% |
| 6M | -4.7% | -52.1% | +47.4% | +20.0% |
| YTD | +42.3% | +9.2% | +33.1% | +23.0% |
| 1Y | +49.7% | +12.9% | +36.8% | +25.2% |
| 3Y | +144.3% | +445.5% | -301.2% | -3.8% |
| 5Y | +86.4% | +427.9% | -341.5% | -28.3% |
| 10Y | +1,504.8% | +449.9% | +1,055.0% | +492.2% |
| All | +1,504.8% | +476.8% | +1,028.0% | +492.2% |
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