+75.5%
ASML vs TRMB
-38.3%
+113.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.5% |
| 7D | -9.0% | -16.7% | +7.7% | -0.5% |
| 30D | -21.0% | -9.9% | -11.1% | -17.5% |
| 3M | -16.3% | -7.6% | -8.7% | -14.5% |
| 6M | -7.5% | -14.7% | +7.2% | -2.2% |
| YTD | +34.0% | -30.9% | +64.9% | +60.3% |
| 1Y | +39.3% | -31.3% | +70.6% | +66.8% |
| 3Y | +128.9% | +29.4% | +99.4% | +67.5% |
| All | +75.5% | -38.3% | +113.7% | +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