+1,553.7%
ASML vs TRU
+186.4%
+1,367.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -2.9% | +4.6% | -7.4% | -4.9% |
| 30D | -15.2% | +25.4% | -40.6% | -24.5% |
| 3M | -12.9% | +4.0% | -16.9% | -16.4% |
| 6M | -5.0% | +14.5% | -19.5% | -15.3% |
| YTD | +41.8% | -3.7% | +45.5% | +35.4% |
| 1Y | +46.0% | +2.8% | +43.3% | +34.1% |
| 3Y | +133.5% | +58.5% | +75.0% | +56.9% |
| 5Y | +93.0% | -25.0% | +118.0% | +93.7% |
| All | +1,553.7% | +186.4% | +1,367.3% | +899.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling