-17.4%
RMBS vs TEVA
+106.6%
-123.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.8% | -6.0% |
| 7D | -8.9% | +4.7% | -13.6% | -9.7% |
| 30D | -24.8% | +5.5% | -30.4% | -25.6% |
| 3M | -17.6% | +21.6% | -39.1% | -20.5% |
| 6M | -25.7% | +18.4% | -44.0% | -27.4% |
| YTD | -9.8% | +34.1% | -43.9% | -16.9% |
| 1Y | -17.4% | +104.5% | -121.9% | -37.2% |
| All | -17.4% | +106.6% | -123.9% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling