+9,588.1%
ASML vs TRI
+604.8%
+8,983.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.7% | +9.7% | +7.4% |
| 7D | -9.0% | -4.8% | -4.2% | -7.7% |
| 30D | -21.0% | +13.4% | -34.3% | -27.6% |
| 3M | -16.3% | +13.1% | -29.4% | -25.2% |
| 6M | -7.5% | +24.4% | -32.0% | -26.8% |
| YTD | +34.0% | -11.4% | +45.4% | +25.1% |
| 1Y | +39.3% | -15.6% | +54.9% | +34.0% |
| 3Y | +128.9% | -6.5% | +135.3% | +96.8% |
| 5Y | +76.1% | +5.3% | +70.8% | +40.3% |
| 10Y | +1,428.4% | +239.9% | +1,188.4% | +428.4% |
| All | +9,588.1% | +604.8% | +8,983.3% | +1,042.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling