+335.4%
RF vs TEVA
-24.5%
+359.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -4.3% | -0.4% | -3.9% | -4.3% |
| 3M | +5.9% | +8.2% | -2.4% | +3.4% |
| 6M | +14.1% | +15.3% | -1.2% | +9.3% |
| YTD | +13.8% | +16.5% | -2.7% | +8.6% |
| 1Y | +15.2% | +85.7% | -70.5% | -2.5% |
| 3Y | +90.6% | +277.9% | -187.3% | +27.0% |
| 5Y | +88.9% | +295.5% | -206.6% | +19.4% |
| All | +335.4% | -24.5% | +359.8% | +222.9% |
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