-10.5%
TEM vs TEVA
+106.6%
-117.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.3% | +4.7% | -6.0% | -2.7% |
| 30D | -9.5% | +5.5% | -15.0% | -11.0% |
| 3M | +60.7% | +21.6% | +39.2% | +53.8% |
| 6M | +35.5% | +18.4% | +17.1% | +29.9% |
| YTD | +28.0% | +34.1% | -6.0% | +19.3% |
| 1Y | -10.5% | +104.5% | -115.1% | -17.7% |
| All | -10.5% | +106.6% | -117.1% | -17.7% |
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 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