+1,582.8%
ASML vs TEL
+293.2%
+1,289.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.1% |
| 7D | +2.5% | -0.4% | +2.9% | +3.1% |
| 30D | -12.2% | +1.0% | -13.2% | -12.7% |
| 3M | -14.6% | +0.7% | -15.3% | -15.4% |
| 6M | -1.7% | +7.3% | -9.0% | -8.5% |
| YTD | +44.3% | -2.5% | +46.8% | +43.8% |
| 1Y | +51.0% | -10.3% | +61.3% | +61.0% |
| 3Y | +137.6% | +81.1% | +56.5% | +37.2% |
| 5Y | +92.7% | +45.3% | +47.5% | +34.4% |
| 10Y | +1,582.8% | +290.3% | +1,292.5% | +487.3% |
| All | +1,582.8% | +293.2% | +1,289.6% | +487.3% |
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