+47.5%
ASML vs TRMB
-31.7%
+79.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +4.9% | +2.8% | +2.1% | +4.8% |
| 30D | -9.3% | -5.9% | -3.4% | -8.6% |
| 3M | -19.0% | -3.3% | -15.7% | -18.4% |
| 6M | -5.2% | +1.3% | -6.6% | -3.7% |
| YTD | +40.6% | -29.0% | +69.6% | +57.0% |
| 1Y | +47.5% | -27.8% | +75.3% | +63.8% |
| All | +47.5% | -31.7% | +79.2% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling