+164.9%
ASML vs TTMI
+746.9%
-582.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.7% | +1.1% |
| 7D | +1.1% | +5.9% | -4.8% | -0.9% |
| 30D | +2.2% | -4.3% | +6.5% | +3.1% |
| 3M | -2.3% | -32.0% | +29.8% | +9.7% |
| 6M | +23.0% | +19.5% | +3.5% | +12.4% |
| YTD | +61.1% | +82.0% | -21.0% | +25.8% |
| 1Y | +129.1% | +172.6% | -43.5% | +50.9% |
| All | +164.9% | +746.9% | -582.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling