+1,670.8%
ASML vs TEL
+295.4%
+1,375.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.5% |
| 7D | +1.1% | +3.0% | -1.9% | -1.6% |
| 30D | +2.2% | -3.9% | +6.1% | +5.2% |
| 3M | -2.3% | -5.1% | +2.8% | +1.1% |
| 6M | +23.0% | +0.6% | +22.4% | +20.1% |
| YTD | +61.1% | -7.3% | +68.4% | +67.3% |
| 1Y | +129.1% | +1.1% | +128.0% | +120.0% |
| 3Y | +165.4% | +63.7% | +101.7% | +67.0% |
| 5Y | +109.5% | +50.7% | +58.8% | +42.5% |
| All | +1,670.8% | +295.4% | +1,375.5% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling