+681.1%
P vs TEVA
-22.9%
+704.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.9% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | -11.9% | +1.0% | -12.8% | -12.1% |
| 3M | +41.6% | +7.3% | +34.3% | +38.8% |
| 6M | +58.1% | +21.7% | +36.4% | +49.8% |
| YTD | +46.5% | +18.8% | +27.7% | +39.4% |
| 1Y | +19.1% | +86.5% | -67.4% | +0.8% |
| 3Y | +150.6% | +269.4% | -118.8% | +72.9% |
| 5Y | +271.8% | +303.6% | -31.8% | +141.4% |
| All | +681.1% | -22.9% | +704.0% | +508.9% |
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