+86.4%
F vs TEVA
-22.9%
+109.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -4.4% | +2.0% | -6.5% | -4.9% |
| 30D | +1.0% | +1.0% | +0.1% | +0.8% |
| 3M | -4.0% | +7.3% | -11.3% | -5.6% |
| 6M | +18.1% | +21.7% | -3.6% | +12.9% |
| YTD | +10.2% | +18.8% | -8.7% | +5.8% |
| 1Y | +24.3% | +86.5% | -62.1% | +8.4% |
| 3Y | +38.1% | +269.4% | -231.4% | -0.8% |
| 5Y | +50.2% | +303.6% | -253.4% | +3.3% |
| All | +86.4% | -22.9% | +109.4% | +40.4% |
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