+479.8%
FLEX vs TEVA
+280.8%
+199.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.7% |
| 7D | +5.7% | +2.0% | +3.7% | +5.3% |
| 30D | -7.0% | +1.0% | -8.0% | -7.3% |
| 3M | -23.8% | +7.3% | -31.1% | -25.5% |
| 6M | +82.6% | +21.7% | +60.9% | +72.7% |
| YTD | +91.6% | +18.8% | +72.8% | +82.4% |
| 1Y | +100.6% | +86.5% | +14.1% | +71.1% |
| 3Y | +479.8% | +269.4% | +210.4% | +297.0% |
| All | +479.8% | +280.8% | +199.0% | +297.0% |
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