+133.9%
ASML vs TTMI
+421.7%
-287.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | +4.9% | +11.4% | -6.4% | +0.8% |
| 30D | -9.3% | -28.3% | +19.0% | -0.8% |
| 3M | -19.0% | -46.7% | +27.7% | -3.0% |
| 6M | -5.2% | -56.1% | +50.9% | +19.6% |
| YTD | +40.6% | +7.4% | +33.2% | +28.1% |
| 1Y | +47.5% | +17.4% | +30.1% | +28.7% |
| 3Y | +133.9% | +429.1% | -295.3% | +11.4% |
| All | +133.9% | +421.7% | -287.8% | +11.4% |
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