-16.0%
TEAM vs TEVA
+280.8%
-296.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.1% |
| 7D | -5.2% | +2.0% | -7.2% | -5.4% |
| 30D | +15.8% | +1.0% | +14.8% | +15.5% |
| 3M | +101.5% | +7.3% | +94.1% | +99.6% |
| 6M | +138.2% | +21.7% | +116.4% | +132.2% |
| YTD | +10.8% | +18.8% | -8.0% | +8.1% |
| 1Y | +1.7% | +86.5% | -84.8% | -6.4% |
| 3Y | -16.0% | +269.4% | -285.5% | -28.7% |
| All | -16.0% | +280.8% | -296.8% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling