+6,167.6%
EW vs TEVA
+396.2%
+5,771.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -5.1% | -1.7% | -3.4% | -4.8% |
| 30D | -6.4% | +2.0% | -8.3% | -6.7% |
| 3M | -1.6% | +7.0% | -8.5% | -3.0% |
| 6M | +2.3% | +17.0% | -14.7% | -1.1% |
| YTD | +1.1% | +18.1% | -17.0% | -2.5% |
| 1Y | +8.0% | +87.2% | -79.3% | -4.7% |
| 3Y | +16.3% | +283.1% | -266.7% | -13.2% |
| 5Y | -29.4% | +298.4% | -327.8% | -49.2% |
| 10Y | +125.6% | -23.4% | +149.0% | +103.0% |
| All | +6,167.6% | +396.2% | +5,771.4% | +3,580.6% |
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 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