+34.1%
D vs TEVA
-22.9%
+57.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -2.2% | +2.0% | -4.3% | -2.4% |
| 30D | -4.5% | +1.0% | -5.4% | -4.5% |
| 3M | -2.5% | +7.3% | -9.8% | -3.0% |
| 6M | +5.5% | +21.7% | -16.2% | +4.1% |
| YTD | +13.3% | +18.8% | -5.6% | +11.8% |
| 1Y | +11.8% | +86.5% | -74.6% | +7.3% |
| 3Y | +56.7% | +269.4% | -212.7% | +42.4% |
| 5Y | +4.3% | +303.6% | -299.3% | -6.6% |
| All | +34.1% | -22.9% | +57.0% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling