+85,040.9%
ASML vs TRMB
+1,569.2%
+83,471.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -17.3% | +13.7% | +2.4% |
| 7D | -10.0% | -15.7% | +5.7% | -5.0% |
| 30D | -19.4% | -7.8% | -11.7% | -17.8% |
| 3M | -12.5% | -9.3% | -3.2% | -10.5% |
| 6M | +8.2% | -20.8% | +29.1% | +14.6% |
| YTD | +40.7% | -30.8% | +71.5% | +55.7% |
| 1Y | +46.1% | -31.0% | +77.1% | +61.7% |
| 3Y | +138.5% | +27.9% | +110.6% | +111.6% |
| 5Y | +84.2% | -37.4% | +121.5% | +109.6% |
| 10Y | +1,505.1% | +109.7% | +1,395.4% | +1,114.0% |
| All | +85,040.9% | +1,569.2% | +83,471.7% | +25,678.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling