+1,268.9%
ASML vs TRU
+250.8%
+1,018.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.3% | -9.7% |
| 7D | -19.0% | +9.8% | -28.9% | -22.5% |
| 30D | -25.9% | +30.7% | -56.7% | -35.2% |
| 3M | -19.1% | +3.8% | -22.9% | -22.2% |
| 6M | -5.7% | +21.9% | -27.6% | -18.3% |
| YTD | +27.6% | -2.8% | +30.4% | +21.4% |
| 1Y | +30.8% | +4.8% | +26.0% | +19.2% |
| 3Y | +116.2% | +67.6% | +48.6% | +43.3% |
| 5Y | +67.7% | -25.0% | +92.7% | +67.4% |
| 10Y | +1,355.3% | +178.6% | +1,176.7% | +708.5% |
| All | +1,268.9% | +250.8% | +1,018.0% | +619.5% |
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