+133.9%
ASML vs TRU
+58.0%
+75.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +4.9% | 0.0% | +4.9% | +5.0% |
| 30D | -9.3% | +21.3% | -30.6% | -13.9% |
| 3M | -19.0% | +0.2% | -19.2% | -19.8% |
| 6M | -5.2% | +22.4% | -27.6% | -13.3% |
| YTD | +40.6% | -4.8% | +45.4% | +39.5% |
| 1Y | +47.5% | -0.2% | +47.7% | +43.1% |
| 3Y | +133.9% | +57.9% | +75.9% | +84.1% |
| All | +133.9% | +58.0% | +75.9% | +84.1% |
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