+537.0%
TDG vs TEVA
-22.9%
+559.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | -1.9% | +2.0% | -3.9% | -2.2% |
| 30D | -7.7% | +1.0% | -8.7% | -7.9% |
| 3M | -9.3% | +7.3% | -16.6% | -10.6% |
| 6M | -9.4% | +21.7% | -31.1% | -12.6% |
| YTD | -14.3% | +18.8% | -33.1% | -17.1% |
| 1Y | -11.8% | +86.5% | -98.3% | -21.4% |
| 3Y | +52.0% | +269.4% | -217.4% | +16.1% |
| 5Y | +128.8% | +303.6% | -174.8% | +67.2% |
| All | +537.0% | -22.9% | +559.9% | +402.1% |
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 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