+9,409.9%
ASML vs TECK
+1,872.0%
+7,537.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.3% | -7.5% |
| 7D | -19.0% | -6.0% | -13.1% | -17.7% |
| 30D | -25.9% | -10.7% | -15.2% | -23.7% |
| 3M | -19.1% | -9.2% | -9.9% | -17.2% |
| 6M | -5.7% | +3.9% | -9.7% | -6.6% |
| YTD | +27.6% | +25.7% | +1.9% | +20.2% |
| 1Y | +30.8% | +44.3% | -13.5% | +18.9% |
| 3Y | +116.2% | +65.7% | +50.5% | +87.5% |
| 5Y | +67.7% | +136.6% | -68.9% | +28.9% |
| 10Y | +1,355.3% | +221.4% | +1,133.9% | +836.4% |
| All | +9,409.9% | +1,872.0% | +7,537.9% | +3,422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling