+164.9%
ASML vs TECK
+69.4%
+95.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.2% |
| 3M | -2.3% | +2.8% | -5.1% | -4.1% |
| 6M | +23.0% | +24.9% | -1.9% | +10.5% |
| YTD | +61.1% | +44.7% | +16.3% | +35.0% |
| 1Y | +129.1% | +112.0% | +17.1% | +61.3% |
| All | +164.9% | +69.4% | +95.6% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling