+142.5%
ETSY vs TEVA
-39.3%
+181.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -4.9% | +2.0% | -6.9% | -5.3% |
| 30D | -8.6% | +1.0% | -9.6% | -8.9% |
| 3M | +4.8% | +7.3% | -2.5% | +2.9% |
| 6M | +38.1% | +21.7% | +16.4% | +32.2% |
| YTD | +31.2% | +18.8% | +12.4% | +26.0% |
| 1Y | +22.1% | +86.5% | -64.4% | +6.8% |
| 3Y | +12.2% | +269.4% | -257.2% | -17.3% |
| 5Y | -66.5% | +303.6% | -370.1% | -76.4% |
| 10Y | +433.4% | -22.9% | +456.4% | +342.1% |
| All | +142.5% | -39.3% | +181.8% | +98.2% |
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