+114.1%
DT vs TEVA
+365.4%
-251.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | +3.0% | +1.0% | +2.1% | +2.7% |
| 3M | +26.5% | +7.3% | +19.2% | +24.1% |
| 6M | +35.9% | +21.7% | +14.2% | +28.8% |
| YTD | +17.8% | +18.8% | -1.0% | +12.0% |
| 1Y | +4.1% | +86.5% | -82.4% | -11.9% |
| 3Y | +5.3% | +269.4% | -264.1% | -29.2% |
| 5Y | -27.2% | +303.6% | -330.8% | -54.3% |
| All | +114.1% | +365.4% | -251.2% | +27.3% |
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 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