+69.5%
T vs TEVA
+300.5%
-231.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +1.5% | +2.0% | -0.5% | +1.3% |
| 30D | +7.5% | +1.0% | +6.5% | +7.4% |
| 3M | +14.8% | +7.3% | +7.5% | +14.0% |
| 6M | -1.7% | +21.7% | -23.5% | -3.7% |
| YTD | +8.7% | +18.8% | -10.2% | +6.7% |
| 1Y | -7.5% | +86.5% | -93.9% | -13.3% |
| 3Y | +110.2% | +269.4% | -159.2% | +74.2% |
| All | +69.5% | +300.5% | -231.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling