+92.1%
FAST vs TEVA
+278.3%
-186.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.8% | -1.7% | +3.5% | +1.9% |
| 30D | -6.4% | +2.0% | -8.4% | -6.5% |
| 3M | +5.3% | +7.0% | -1.6% | +4.9% |
| 6M | +5.4% | +17.0% | -11.6% | +4.3% |
| YTD | +23.6% | +18.1% | +5.5% | +22.2% |
| 1Y | +4.1% | +87.2% | -83.2% | +1.1% |
| All | +92.1% | +278.3% | -186.3% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling