+124.3%
TDG vs TEVA
+300.5%
-176.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 6M | -9.4% | +21.7% | -31.1% | -12.3% |
| YTD | -14.3% | +18.8% | -33.1% | -16.8% |
| 1Y | -11.8% | +86.5% | -98.3% | -20.4% |
| 3Y | +52.0% | +269.4% | -217.4% | +16.9% |
| All | +124.3% | +300.5% | -176.3% | +60.5% |
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 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