+1,504.8%
ASML vs TRI
+225.4%
+1,279.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +7.2% |
| 7D | -0.8% | -11.4% | +10.6% | +1.9% |
| 30D | -14.9% | +4.9% | -19.8% | -17.2% |
| 3M | -13.0% | +7.0% | -20.0% | -17.0% |
| 6M | -4.7% | +18.2% | -22.9% | -15.5% |
| YTD | +42.3% | -14.8% | +57.1% | +47.0% |
| 1Y | +49.7% | -18.0% | +67.7% | +58.1% |
| 3Y | +144.3% | -12.0% | +156.2% | +131.1% |
| 5Y | +86.4% | -0.8% | +87.2% | +59.4% |
| 10Y | +1,504.8% | +220.1% | +1,284.7% | +600.5% |
| All | +1,504.8% | +225.4% | +1,279.4% | +600.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling