-7.5%
ASML vs TRV
+31.7%
-39.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +3.5% |
| 7D | -9.0% | -0.3% | -8.8% | -9.0% |
| 30D | -21.0% | +9.6% | -30.6% | -14.4% |
| 3M | -16.3% | +2.7% | -19.0% | -13.9% |
| 6M | -7.5% | +32.0% | -39.6% | +27.6% |
| All | -7.5% | +31.7% | -39.2% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling