+77,510.7%
FAST vs TEVA
+8,464.0%
+69,046.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.0% |
| 7D | +4.2% | +4.4% | -0.3% | +3.4% |
| 30D | +6.7% | +9.3% | -2.6% | +5.0% |
| 3M | +8.0% | +21.9% | -13.8% | +4.3% |
| 6M | +27.4% | +22.8% | +4.7% | +22.5% |
| YTD | +40.5% | +42.6% | -2.1% | +31.2% |
| 1Y | +38.4% | +74.2% | -35.9% | +24.8% |
| 3Y | +98.7% | +404.5% | -305.9% | +43.6% |
| 5Y | +106.7% | +367.9% | -261.2% | +47.0% |
| 10Y | +545.1% | +14.2% | +530.9% | +433.3% |
| All | +77,510.7% | +8,464.0% | +69,046.7% | +31,566.1% |
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