+108.6%
ASML vs TRI
-1.9%
+110.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +5.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.0% |
| 30D | +2.2% | +7.9% | -5.7% | +0.5% |
| 3M | -2.3% | +24.1% | -26.4% | -8.2% |
| 6M | +23.0% | +3.8% | +19.1% | +21.7% |
| YTD | +61.1% | -16.9% | +77.9% | +80.1% |
| 1Y | +129.1% | -38.4% | +167.5% | +212.9% |
| 3Y | +165.4% | -12.2% | +177.6% | +142.9% |
| All | +108.6% | -1.9% | +110.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling