+273.7%
IR vs TEVA
+18.1%
+255.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.6% |
| 7D | -4.5% | +2.0% | -6.5% | -4.9% |
| 30D | -13.9% | +1.0% | -14.9% | -14.2% |
| 3M | -0.3% | +7.3% | -7.7% | -2.1% |
| 6M | -14.3% | +21.7% | -36.1% | -18.2% |
| YTD | -7.9% | +18.8% | -26.7% | -11.7% |
| 1Y | -9.9% | +86.5% | -96.4% | -21.7% |
| 3Y | +6.5% | +269.4% | -262.9% | -22.8% |
| 5Y | +34.0% | +303.6% | -269.6% | -7.5% |
| All | +273.7% | +18.1% | +255.6% | +167.1% |
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 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