+1,337.6%
ASML vs TRU
+243.5%
+1,094.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.9% |
| 7D | -9.0% | +5.7% | -14.7% | -11.5% |
| 30D | -21.0% | +29.2% | -50.2% | -30.6% |
| 3M | -16.3% | +2.7% | -18.9% | -19.2% |
| 6M | -7.5% | +15.2% | -22.7% | -17.8% |
| YTD | +34.0% | -4.9% | +38.8% | +28.6% |
| 1Y | +39.3% | +3.4% | +35.9% | +27.5% |
| 3Y | +128.9% | +63.2% | +65.7% | +53.5% |
| 5Y | +76.1% | -26.6% | +102.7% | +77.3% |
| 10Y | +1,428.4% | +172.8% | +1,255.6% | +756.4% |
| All | +1,337.6% | +243.5% | +1,094.1% | +662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling