+144.3%
ASML vs TECK
+91.1%
+53.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.8% | +2.8% |
| 7D | -0.8% | +3.1% | -3.9% | -2.3% |
| 30D | -14.9% | -5.0% | -9.9% | -12.7% |
| 3M | -13.0% | -2.6% | -10.4% | -12.3% |
| 6M | -4.7% | 0.0% | -4.7% | -5.6% |
| YTD | +42.3% | +35.6% | +6.7% | +21.6% |
| 1Y | +49.7% | +58.1% | -8.4% | +19.0% |
| 3Y | +144.3% | +93.3% | +51.0% | +86.8% |
| All | +144.3% | +91.1% | +53.2% | +86.8% |
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 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