+3,042.8%
SPY vs TEVA
+1,635.5%
+1,407.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +4.7% | +8.2% | -3.5% | +3.0% |
| 6M | +12.5% | +15.3% | -2.8% | +9.1% |
| YTD | +11.7% | +16.5% | -4.7% | +8.0% |
| 1Y | +17.5% | +85.7% | -68.3% | +4.2% |
| 3Y | +76.6% | +277.9% | -201.3% | +34.2% |
| 5Y | +82.0% | +295.5% | -213.5% | +33.6% |
| 10Y | +317.1% | -24.5% | +341.6% | +272.3% |
| All | +3,042.8% | +1,635.5% | +1,407.3% | +1,762.9% |
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 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