+1,557.1%
ASML vs TECK
+198.5%
+1,358.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +4.9% | -0.4% | +5.4% | +5.1% |
| 30D | -9.3% | -7.1% | -2.2% | -6.9% |
| 3M | -19.0% | -5.5% | -13.5% | -17.5% |
| 6M | -5.2% | -9.7% | +4.5% | -2.1% |
| YTD | +40.6% | +26.3% | +14.4% | +29.4% |
| 1Y | +47.5% | +44.4% | +3.1% | +29.7% |
| 3Y | +133.9% | +70.1% | +63.8% | +91.3% |
| 5Y | +83.8% | +125.8% | -42.0% | +30.8% |
| All | +1,557.1% | +198.5% | +1,358.6% | +812.5% |
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