+1,582.8%
ASML vs TRU
+186.2%
+1,396.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.5% | 0.0% | +2.6% | +2.5% |
| 30D | -12.2% | +24.3% | -36.5% | -21.5% |
| 3M | -14.6% | +2.3% | -16.9% | -17.5% |
| 6M | -1.7% | +17.7% | -19.4% | -13.6% |
| YTD | +44.3% | -3.8% | +48.1% | +37.9% |
| 1Y | +51.0% | -0.3% | +51.3% | +41.0% |
| 3Y | +137.6% | +58.4% | +79.2% | +59.7% |
| 5Y | +92.7% | -24.0% | +116.7% | +91.9% |
| 10Y | +1,582.8% | +187.9% | +1,394.9% | +917.8% |
| All | +1,582.8% | +186.2% | +1,396.6% | +917.8% |
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