+2,484.9%
MAR vs TEVA
+860.9%
+1,624.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | -5.4% | +1.0% | -6.4% | -5.7% |
| 3M | -15.5% | +7.3% | -22.8% | -17.1% |
| 6M | +3.0% | +21.7% | -18.8% | -2.0% |
| YTD | +8.5% | +18.8% | -10.3% | +3.7% |
| 1Y | +26.0% | +86.5% | -60.5% | +8.4% |
| 3Y | +68.6% | +269.4% | -200.8% | +19.6% |
| 5Y | +157.4% | +303.6% | -146.2% | +72.9% |
| 10Y | +447.0% | -22.9% | +470.0% | +374.0% |
| All | +2,484.9% | +860.9% | +1,624.0% | +1,452.6% |
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