+46.1%
ASML vs TRU
+2.1%
+44.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.6% | -8.2% | -3.0% |
| 7D | -10.0% | +10.5% | -20.5% | -8.8% |
| 30D | -19.4% | +28.7% | -48.1% | -17.3% |
| 3M | -12.5% | +0.7% | -13.1% | -12.1% |
| 6M | +8.2% | +19.3% | -11.1% | +8.4% |
| YTD | +40.7% | -3.7% | +44.5% | +42.8% |
| 1Y | +46.1% | +3.4% | +42.7% | +49.4% |
| All | +46.1% | +2.1% | +44.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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