+39.3%
ASML vs TRV
+44.7%
-5.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +3.8% |
| 7D | -9.0% | -0.3% | -8.8% | -9.0% |
| 30D | -21.0% | +9.6% | -30.6% | -15.8% |
| 3M | -16.3% | +2.7% | -19.0% | -14.2% |
| 6M | -7.5% | +32.0% | -39.6% | +11.2% |
| YTD | +34.0% | +37.8% | -3.8% | +62.1% |
| 1Y | +39.3% | +45.2% | -6.0% | +79.4% |
| All | +39.3% | +44.7% | -5.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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