+1,559.3%
ASML vs TEL
+286.3%
+1,273.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | +10.4% | +5.6% | +4.8% | +5.6% |
| 30D | -12.7% | +0.9% | -13.6% | -13.1% |
| 3M | -17.2% | +2.1% | -19.3% | -18.8% |
| 6M | -1.3% | +2.7% | -4.0% | -4.4% |
| YTD | +40.8% | -3.2% | +44.0% | +41.2% |
| 1Y | +45.2% | -10.6% | +55.8% | +55.3% |
| 3Y | +131.8% | +79.8% | +52.0% | +34.7% |
| 5Y | +84.0% | +43.3% | +40.8% | +29.8% |
| All | +1,559.3% | +286.3% | +1,273.0% | +482.2% |
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