-7.5%
ASML vs TRI
+21.4%
-29.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.7% | +9.7% | +2.9% |
| 7D | -9.0% | -4.8% | -4.2% | -10.4% |
| 30D | -21.0% | +13.4% | -34.3% | -15.5% |
| 3M | -16.3% | +13.1% | -29.4% | -9.5% |
| 6M | -7.5% | +24.4% | -32.0% | +13.4% |
| All | -7.5% | +21.4% | -29.0% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling