+51.4%
RSP vs TEVA
+273.2%
-221.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | -3.4% | -0.4% | -3.1% | -3.4% |
| 3M | +3.6% | +8.2% | -4.6% | +2.7% |
| 6M | +9.0% | +15.3% | -6.4% | +7.0% |
| YTD | +12.2% | +16.5% | -4.3% | +10.0% |
| 1Y | +15.6% | +85.7% | -70.2% | +8.1% |
| All | +51.4% | +273.2% | -221.8% | +26.7% |
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