+39.3%
ASML vs TRU
+2.1%
+37.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +4.7% |
| 7D | -9.0% | +5.7% | -14.7% | -8.3% |
| 30D | -21.0% | +29.2% | -50.2% | -18.9% |
| 3M | -16.3% | +2.7% | -18.9% | -15.9% |
| 6M | -7.5% | +15.2% | -22.7% | -7.1% |
| YTD | +34.0% | -4.9% | +38.8% | +35.7% |
| 1Y | +39.3% | +3.4% | +35.9% | +42.9% |
| All | +39.3% | +2.1% | +37.2% | +42.9% |
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 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