+1,395.4%
ASML vs TRMB
+105.7%
+1,289.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.5% |
| 7D | -9.0% | -16.7% | +7.7% | -0.4% |
| 30D | -21.0% | -9.9% | -11.1% | -17.4% |
| 3M | -16.3% | -7.6% | -8.7% | -14.4% |
| 6M | -7.5% | -14.7% | +7.2% | -2.5% |
| YTD | +34.0% | -30.9% | +64.9% | +58.1% |
| 1Y | +39.3% | -31.3% | +70.6% | +64.5% |
| 3Y | +128.9% | +29.4% | +99.4% | +78.8% |
| 5Y | +76.1% | -37.4% | +113.4% | +110.2% |
| All | +1,395.4% | +105.7% | +1,289.7% | +934.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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