+53.7%
RMBS vs TEVA
+280.8%
-227.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.4% |
| 7D | +1.8% | +2.0% | -0.2% | +1.3% |
| 30D | -13.9% | +1.0% | -14.9% | -14.1% |
| 3M | -39.8% | +7.3% | -47.1% | -40.9% |
| 6M | -6.0% | +21.7% | -27.7% | -11.2% |
| YTD | -5.4% | +18.8% | -24.2% | -10.3% |
| 1Y | -1.8% | +86.5% | -88.3% | -17.7% |
| 3Y | +53.7% | +269.4% | -215.8% | +8.9% |
| All | +53.7% | +280.8% | -227.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling