+1,050.0%
RMBS vs TEVA
+593.0%
+457.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | +1.8% | +2.0% | -0.2% | +1.2% |
| 30D | -13.9% | +1.0% | -14.9% | -14.2% |
| 3M | -39.8% | +7.3% | -47.1% | -41.4% |
| 6M | -6.0% | +21.7% | -27.7% | -12.3% |
| YTD | -5.4% | +18.8% | -24.2% | -11.3% |
| 1Y | -1.8% | +86.5% | -88.3% | -19.8% |
| 3Y | +53.7% | +269.4% | -215.8% | -1.3% |
| 5Y | +268.5% | +303.6% | -35.1% | +119.3% |
| 10Y | +563.9% | -22.9% | +586.8% | +472.3% |
| All | +1,050.0% | +593.0% | +457.0% | +305.1% |
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