+8.2%
EW vs TEVA
+89.1%
-81.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.0% |
| 7D | -6.2% | +2.0% | -8.2% | -6.4% |
| 30D | -9.3% | +1.0% | -10.3% | -9.4% |
| 3M | -1.6% | +7.3% | -8.9% | -2.6% |
| 6M | -0.8% | +21.7% | -22.6% | -3.1% |
| YTD | -1.0% | +18.8% | -19.9% | -2.8% |
| 1Y | +8.2% | +86.5% | -78.3% | +4.6% |
| All | +8.2% | +89.1% | -81.0% | +4.6% |
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