+1,553.7%
ASML vs TRMB
+102.8%
+1,450.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.9% | -16.6% | +13.7% | +6.3% |
| 30D | -15.2% | -8.9% | -6.3% | -11.9% |
| 3M | -12.9% | -6.3% | -6.6% | -11.6% |
| 6M | -5.0% | -10.0% | +4.9% | -2.9% |
| YTD | +41.8% | -30.1% | +71.9% | +66.3% |
| 1Y | +46.0% | -31.3% | +77.3% | +72.6% |
| 3Y | +133.5% | +30.8% | +102.6% | +81.3% |
| 5Y | +93.0% | -35.9% | +128.9% | +127.7% |
| All | +1,553.7% | +102.8% | +1,450.9% | +1,028.4% |
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