+4,273.8%
ASML vs TRGP
+2,035.2%
+2,238.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.7% | +5.6% |
| 7D | -9.0% | -16.0% | +7.0% | -5.3% |
| 30D | -21.0% | -6.4% | -14.5% | -19.8% |
| 3M | -16.3% | -1.0% | -15.3% | -16.4% |
| 6M | -7.5% | +7.0% | -14.5% | -9.5% |
| YTD | +34.0% | +46.1% | -12.1% | +21.5% |
| 1Y | +39.3% | +58.7% | -19.4% | +23.7% |
| 3Y | +128.9% | +221.9% | -93.0% | +71.8% |
| 5Y | +76.1% | +419.9% | -343.8% | +18.4% |
| 10Y | +1,428.4% | +769.8% | +658.6% | +676.0% |
| All | +4,273.8% | +2,035.2% | +2,238.6% | +1,081.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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