+164.9%
ASML vs TRU
+0.7%
+164.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.1% | +5.6% |
| 7D | +1.1% | -6.8% | +7.9% | +2.7% |
| 30D | +2.2% | 0.0% | +2.1% | +1.9% |
| 3M | -2.3% | +13.3% | -15.6% | -6.9% |
| 6M | +23.0% | +3.4% | +19.5% | +20.0% |
| YTD | +61.1% | -6.4% | +67.4% | +61.1% |
| 1Y | +129.1% | -9.7% | +138.8% | +130.2% |
| All | +164.9% | +0.7% | +164.3% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling