+5,157.6%
ASML vs TRGP
+2,231.3%
+2,926.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | +11.5% | -9.3% | -0.6% |
| 3M | -2.3% | +9.0% | -11.3% | -4.6% |
| 6M | +23.0% | +20.5% | +2.5% | +16.9% |
| YTD | +61.1% | +59.5% | +1.5% | +43.3% |
| 1Y | +129.1% | +77.9% | +51.2% | +97.8% |
| 3Y | +165.4% | +253.6% | -88.2% | +94.9% |
| 5Y | +109.5% | +615.5% | -506.0% | +31.7% |
| 10Y | +1,645.7% | +897.1% | +748.6% | +760.1% |
| All | +5,157.6% | +2,231.3% | +2,926.3% | +1,293.7% |
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