+388.2%
EFA vs TEVA
+170.4%
+217.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.1% | +0.6% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | -1.7% | +1.0% | -2.6% | -1.9% |
| 3M | +3.5% | +7.3% | -3.8% | +1.7% |
| 6M | +9.5% | +21.7% | -12.3% | +4.5% |
| YTD | +12.9% | +18.8% | -6.0% | +8.1% |
| 1Y | +18.2% | +86.5% | -68.3% | +2.6% |
| 3Y | +64.8% | +269.4% | -204.6% | +19.2% |
| 5Y | +53.9% | +303.6% | -249.7% | +5.2% |
| 10Y | +144.8% | -22.9% | +167.7% | +126.9% |
| All | +388.2% | +170.4% | +217.7% | +194.2% |
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