+46.6%
ASML vs TTMI
+7.7%
+38.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +13.3% | -7.0% | +1.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | -14.9% | -37.7% | +22.9% | -3.1% |
| 3M | -13.0% | -45.1% | +32.1% | +2.5% |
| 6M | -4.7% | -52.1% | +47.4% | +16.3% |
| YTD | +42.3% | +9.2% | +33.1% | +40.3% |
| All | +46.6% | +7.7% | +38.9% | +44.8% |
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