+30.4%
BIL vs TEVA
+16.2%
+14.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +0.3% | -0.4% | +0.6% | +0.3% |
| 3M | +0.9% | +8.2% | -7.3% | +0.9% |
| 6M | +1.8% | +15.3% | -13.5% | +1.8% |
| YTD | +2.5% | +16.5% | -14.0% | +2.5% |
| 1Y | +3.7% | +85.7% | -82.1% | +3.7% |
| 3Y | +14.1% | +277.9% | -263.8% | +14.2% |
| 5Y | +19.4% | +295.5% | -276.1% | +19.6% |
| 10Y | +25.2% | -24.5% | +49.7% | +25.1% |
| All | +30.4% | +16.2% | +14.1% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling