+295.8%
FTI vs TEVA
-22.9%
+318.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | -4.4% | +2.0% | -6.4% | -4.9% |
| 30D | +1.5% | +1.0% | +0.5% | +1.1% |
| 3M | +8.2% | +7.3% | +0.9% | +5.7% |
| 6M | +18.8% | +21.7% | -2.9% | +11.6% |
| YTD | +71.7% | +18.8% | +52.8% | +61.9% |
| 1Y | +90.0% | +86.5% | +3.6% | +57.3% |
| 3Y | +270.5% | +269.4% | +1.1% | +138.6% |
| 5Y | +1,084.5% | +303.6% | +780.9% | +612.0% |
| All | +295.8% | -22.9% | +318.7% | +140.0% |
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 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