-5.7%
DT vs TEVA
+106.6%
-112.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -25.5% | +4.7% | -30.2% | -25.0% |
| 30D | -22.3% | +5.5% | -27.8% | -21.7% |
| 3M | +2.3% | +21.6% | -19.2% | +5.0% |
| 6M | +20.7% | +18.4% | +2.3% | +23.6% |
| YTD | +7.9% | +34.1% | -26.2% | +11.4% |
| 1Y | -5.7% | +104.5% | -110.3% | +3.7% |
| All | -5.7% | +106.6% | -112.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling