+45.2%
ASML vs TTMI
+10.2%
+35.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -1.4% |
| 7D | +10.4% | +22.6% | -12.2% | +2.8% |
| 30D | -12.7% | -34.3% | +21.6% | -2.4% |
| 3M | -17.2% | -44.8% | +27.6% | -2.7% |
| 6M | -1.3% | -53.3% | +52.0% | +21.0% |
| YTD | +40.8% | +10.6% | +30.2% | +38.4% |
| 1Y | +45.2% | +8.2% | +37.0% | +43.3% |
| All | +45.2% | +10.2% | +35.0% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling