+1,498.8%
RF vs TEVA
+7,037.9%
-5,539.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -1.0% | +2.0% | -3.0% | -1.4% |
| 30D | -3.7% | +1.0% | -4.6% | -3.9% |
| 3M | +5.3% | +7.3% | -2.0% | +3.5% |
| 6M | +17.2% | +21.7% | -4.5% | +11.9% |
| YTD | +14.5% | +18.8% | -4.4% | +9.7% |
| 1Y | +15.9% | +86.5% | -70.5% | +0.9% |
| 3Y | +91.2% | +269.4% | -178.2% | +39.4% |
| 5Y | +90.0% | +303.6% | -213.6% | +32.3% |
| 10Y | +342.0% | -22.9% | +364.9% | +279.9% |
| All | +1,498.8% | +7,037.9% | -5,539.1% | +821.9% |
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 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