+1,644.6%
ASML vs TECK
+351.3%
+1,293.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | +4.6% | -2.4% | +0.5% |
| 3M | -2.3% | +2.8% | -5.1% | -3.4% |
| 6M | +23.0% | +24.9% | -1.9% | +14.1% |
| YTD | +61.1% | +44.7% | +16.3% | +41.8% |
| 1Y | +129.1% | +112.0% | +17.1% | +77.4% |
| 3Y | +165.4% | +67.6% | +97.8% | +116.7% |
| 5Y | +109.5% | +200.3% | -90.9% | +36.5% |
| All | +1,644.6% | +351.3% | +1,293.3% | +806.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling