+93.0%
ASML vs TECK
+147.0%
-54.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.8% |
| 7D | -2.9% | +1.7% | -4.5% | -3.4% |
| 30D | -15.2% | -7.6% | -7.6% | -12.4% |
| 3M | -12.9% | -5.9% | -7.0% | -11.1% |
| 6M | -5.0% | -2.8% | -2.2% | -4.4% |
| YTD | +41.8% | +31.8% | +10.0% | +26.8% |
| 1Y | +46.0% | +49.1% | -3.1% | +24.7% |
| 3Y | +133.5% | +83.0% | +50.5% | +82.5% |
| 5Y | +93.0% | +150.6% | -57.6% | +36.0% |
| All | +93.0% | +147.0% | -54.0% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling