+213.6%
RF vs TEVA
+15.4%
+198.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +1.9% | +4.4% | -2.5% | +0.9% |
| 30D | +7.3% | +9.3% | -2.0% | +5.0% |
| 3M | -7.9% | +21.9% | -29.8% | -12.4% |
| 6M | +10.5% | +22.8% | -12.2% | +4.5% |
| YTD | +9.6% | +42.6% | -32.9% | -0.4% |
| 1Y | +20.3% | +74.2% | -53.9% | +4.0% |
| 3Y | +119.5% | +404.5% | -285.0% | +36.4% |
| 5Y | +48.2% | +367.9% | -319.7% | -9.5% |
| All | +213.6% | +15.4% | +198.2% | +97.9% |
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