+46.1%
ASML vs TRI
-22.4%
+68.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -1.6% |
| 7D | -10.0% | +1.0% | -11.0% | -9.4% |
| 30D | -19.4% | +20.8% | -40.2% | -14.1% |
| 3M | -12.5% | +8.1% | -20.6% | -8.7% |
| 6M | +8.2% | +24.2% | -15.9% | +22.3% |
| YTD | +40.7% | -7.8% | +48.5% | +53.3% |
| 1Y | +46.1% | -16.7% | +62.8% | +59.1% |
| All | +46.1% | -22.4% | +68.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling