+80,969.6%
ASML vs TRV
+3,365.9%
+77,603.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.9% |
| 7D | -9.0% | -0.3% | -8.8% | -9.0% |
| 30D | -21.0% | +9.6% | -30.6% | -24.5% |
| 3M | -16.3% | +2.7% | -19.0% | -17.9% |
| 6M | -7.5% | +32.0% | -39.6% | -20.7% |
| YTD | +34.0% | +37.8% | -3.8% | +12.1% |
| 1Y | +39.3% | +45.2% | -6.0% | +13.4% |
| 3Y | +128.9% | +145.3% | -16.4% | +38.6% |
| 5Y | +76.1% | +172.3% | -96.2% | -1.0% |
| 10Y | +1,428.4% | +367.3% | +1,061.0% | +524.8% |
| All | +80,969.6% | +3,365.9% | +77,603.7% | +14,739.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling