Is there a way to measure performance impact of theme components?

I am sometimes a bit of a theme component magpie — I see some shiny feature, and think “yes, I should bring that back to my nest!”

Leaving aside “maybe don’t do that unless there is actually a compelling use case” as no fun… is there a tool I can use to see how much some particular frippery costs in terms of client processing power, load time, responsiveness, etc.?