+1,553.7%
ASML vs TECK
+214.7%
+1,339.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.6% |
| 7D | -2.9% | +1.7% | -4.5% | -3.3% |
| 30D | -15.2% | -7.6% | -7.6% | -12.8% |
| 3M | -12.9% | -5.9% | -7.0% | -11.3% |
| 6M | -5.0% | -2.8% | -2.2% | -4.4% |
| YTD | +41.8% | +31.8% | +10.0% | +28.5% |
| 1Y | +46.0% | +49.1% | -3.1% | +27.0% |
| 3Y | +133.5% | +83.0% | +50.5% | +86.4% |
| 5Y | +93.0% | +150.6% | -57.6% | +32.7% |
| All | +1,553.7% | +214.7% | +1,339.0% | +795.3% |
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