+117.9%
ASML vs TECK
+64.8%
+53.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.3% | -5.9% |
| 7D | -19.0% | -6.0% | -13.1% | -16.6% |
| 30D | -25.9% | -10.7% | -15.2% | -21.8% |
| 3M | -19.1% | -9.2% | -9.9% | -15.6% |
| 6M | -5.7% | +3.9% | -9.7% | -8.0% |
| YTD | +27.6% | +25.7% | +1.9% | +13.2% |
| 1Y | +30.8% | +44.3% | -13.5% | +8.8% |
| All | +117.9% | +64.8% | +53.1% | +73.3% |
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 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