+150.2%
ALL vs TEVA
+280.8%
-130.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.7% |
| 7D | -2.3% | +2.0% | -4.3% | -2.3% |
| 30D | -0.4% | +1.0% | -1.4% | -0.5% |
| 3M | +16.0% | +7.3% | +8.7% | +15.6% |
| 6M | +24.6% | +21.7% | +2.8% | +23.5% |
| YTD | +23.7% | +18.8% | +4.8% | +22.6% |
| 1Y | +27.7% | +86.5% | -58.7% | +24.5% |
| 3Y | +150.2% | +269.4% | -119.2% | +140.3% |
| All | +150.2% | +280.8% | -130.6% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling