+58.4%
D vs TEVA
+273.2%
-214.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -3.5% | -0.4% | -3.2% | -3.5% |
| 3M | -1.6% | +8.2% | -9.8% | -2.0% |
| 6M | +5.8% | +15.3% | -9.5% | +5.0% |
| YTD | +14.5% | +16.5% | -2.0% | +13.5% |
| 1Y | +14.2% | +85.7% | -71.6% | +10.2% |
| All | +58.4% | +273.2% | -214.8% | +37.5% |
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 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