+46.0%
ASML vs TRU
+2.3%
+43.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.5% |
| 7D | -2.9% | +4.6% | -7.4% | -2.2% |
| 30D | -15.2% | +25.4% | -40.6% | -13.2% |
| 3M | -12.9% | +4.0% | -16.9% | -12.4% |
| 6M | -5.0% | +14.5% | -19.5% | -4.2% |
| YTD | +41.8% | -3.7% | +45.5% | +44.0% |
| 1Y | +46.0% | +2.8% | +43.3% | +49.7% |
| All | +46.0% | +2.3% | +43.7% | +49.7% |
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