+314.7%
SPY vs TEVA
-22.9%
+337.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | -1.1% | +1.0% | -2.0% | -1.2% |
| 3M | +3.9% | +7.3% | -3.5% | +2.5% |
| 6M | +13.6% | +21.7% | -8.1% | +9.8% |
| YTD | +12.7% | +18.8% | -6.2% | +9.2% |
| 1Y | +17.5% | +86.5% | -69.0% | +6.0% |
| 3Y | +76.9% | +269.4% | -192.5% | +40.1% |
| 5Y | +83.6% | +303.6% | -220.0% | +40.0% |
| All | +314.7% | -22.9% | +337.7% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling