+82.7%
ASML vs TRMB
-36.0%
+118.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +4.9% | +2.8% | +2.1% | +3.4% |
| 30D | -9.3% | -5.9% | -3.4% | -7.5% |
| 3M | -19.0% | -3.3% | -15.7% | -19.3% |
| 6M | -5.2% | +1.3% | -6.6% | -9.7% |
| YTD | +40.6% | -29.0% | +69.6% | +65.7% |
| 1Y | +47.5% | -27.8% | +75.3% | +71.6% |
| 3Y | +133.9% | +36.3% | +97.6% | +65.9% |
| All | +82.7% | -36.0% | +118.7% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling