+755.1%
TEAM vs TEVA
-41.7%
+796.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -7.8% | -0.7% | -7.0% | -7.7% |
| 30D | +16.5% | -0.4% | +16.9% | +16.5% |
| 3M | +96.2% | +8.2% | +87.9% | +93.3% |
| 6M | +130.2% | +15.3% | +114.9% | +123.8% |
| YTD | +10.7% | +16.5% | -5.7% | +7.3% |
| 1Y | +3.0% | +85.7% | -82.7% | -8.1% |
| 3Y | -13.1% | +277.9% | -290.9% | -32.9% |
| 5Y | -52.7% | +295.5% | -348.3% | -64.3% |
| 10Y | +509.1% | -24.5% | +533.6% | +464.6% |
| All | +755.1% | -41.7% | +796.8% | +711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling