+5,543.8%
ASML vs TTMI
+504.4%
+5,039.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.7% | +1.6% |
| 7D | +1.1% | +5.9% | -4.8% | -0.6% |
| 30D | +2.2% | -4.3% | +6.5% | +3.0% |
| 3M | -2.3% | -32.0% | +29.8% | +7.9% |
| 6M | +23.0% | +19.5% | +3.5% | +13.7% |
| YTD | +61.1% | +82.0% | -21.0% | +29.8% |
| 1Y | +129.1% | +172.6% | -43.5% | +61.9% |
| 3Y | +165.4% | +744.7% | -579.3% | +30.7% |
| 5Y | +109.5% | +805.6% | -696.1% | 0.0% |
| 10Y | +1,645.7% | +1,057.6% | +588.1% | +642.0% |
| All | +5,543.8% | +504.4% | +5,039.4% | +1,440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling