+148.6%
TE vs TEVA
+93.8%
+54.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -4.0% | -0.2% | -3.7% | -4.0% |
| 30D | -15.9% | +4.7% | -20.6% | -16.5% |
| 3M | -60.5% | +5.6% | -66.2% | -60.6% |
| 6M | -35.2% | +10.5% | -45.7% | -36.1% |
| YTD | -31.1% | +16.5% | -47.6% | -32.5% |
| 1Y | +148.6% | +96.8% | +51.9% | +115.6% |
| All | +148.6% | +93.8% | +54.8% | +115.6% |
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 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