+102.0%
FTI vs TEVA
+93.8%
+8.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +15.3% | +4.7% | +10.6% | +15.0% |
| 3M | +15.8% | +5.6% | +10.2% | +15.4% |
| 6M | +22.6% | +10.5% | +12.1% | +21.5% |
| YTD | +79.5% | +16.5% | +63.0% | +77.6% |
| 1Y | +102.0% | +96.8% | +5.3% | +95.7% |
| All | +102.0% | +93.8% | +8.2% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling