-25.8%
TE vs TEVA
+106.6%
-132.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +3.8% | +4.7% | -0.9% | +2.6% |
| 30D | -26.2% | +5.5% | -31.7% | -27.2% |
| 3M | -49.7% | +21.6% | -71.3% | -51.9% |
| 6M | -46.5% | +18.4% | -64.9% | -48.0% |
| YTD | -59.1% | +34.1% | -93.2% | -61.9% |
| 1Y | -25.8% | +104.5% | -130.4% | -48.5% |
| All | -25.8% | +106.6% | -132.4% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling