+117.9%
ASML vs TRMB
+26.2%
+91.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -8.9% |
| 7D | -19.0% | -17.9% | -1.1% | -13.5% |
| 30D | -25.9% | -12.0% | -13.9% | -23.1% |
| 3M | -19.1% | -8.4% | -10.6% | -17.6% |
| 6M | -5.7% | -21.5% | +15.8% | +2.9% |
| YTD | +27.6% | -31.5% | +59.1% | +49.0% |
| 1Y | +30.8% | -33.4% | +64.2% | +54.9% |
| All | +117.9% | +26.2% | +91.7% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling