+46.6%
TEM vs TEVA
+114.0%
-67.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.1% |
| 7D | -8.7% | +2.0% | -10.7% | -9.2% |
| 30D | +8.1% | +1.0% | +7.1% | +7.9% |
| 3M | +19.0% | +7.3% | +11.7% | +16.5% |
| 6M | +12.0% | +21.7% | -9.7% | +5.4% |
| YTD | -0.1% | +18.8% | -18.9% | -5.5% |
| 1Y | -33.5% | +86.5% | -120.0% | -45.2% |
| All | +46.6% | +114.0% | -67.4% | +10.0% |
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