+128.9%
ASML vs TRI
-5.2%
+134.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.7% | +9.7% | +4.4% |
| 7D | -9.0% | -4.8% | -4.2% | -9.4% |
| 30D | -21.0% | +13.4% | -34.3% | -19.7% |
| 3M | -16.3% | +13.1% | -29.4% | -14.8% |
| 6M | -7.5% | +24.4% | -32.0% | -4.2% |
| YTD | +34.0% | -11.4% | +45.4% | +50.7% |
| 1Y | +39.3% | -15.6% | +54.9% | +59.2% |
| 3Y | +128.9% | -6.5% | +135.3% | +157.6% |
| All | +128.9% | -5.2% | +134.1% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling