+4,370.7%
ASML vs TTMI
+199.4%
+4,171.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -4.9% |
| 7D | -19.0% | -29.0% | +10.0% | -10.6% |
| 30D | -25.9% | -53.1% | +27.2% | -9.4% |
| 3M | -19.1% | -52.6% | +33.5% | -1.9% |
| 6M | -5.7% | -61.0% | +55.3% | +19.6% |
| YTD | +27.6% | -9.8% | +37.4% | +23.6% |
| 1Y | +30.8% | -11.2% | +42.0% | +25.9% |
| 3Y | +116.2% | +325.0% | -208.8% | +27.9% |
| 5Y | +67.7% | +335.4% | -267.7% | -2.9% |
| 10Y | +1,355.3% | +380.1% | +975.2% | +684.8% |
| All | +4,370.7% | +199.4% | +4,171.3% | +1,367.1% |
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