+45.9%
TEM vs TEVA
+109.8%
-63.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.7% |
| 7D | -9.2% | -0.7% | -8.4% | -8.9% |
| 30D | +5.5% | -0.4% | +5.8% | +5.8% |
| 3M | +18.7% | +8.2% | +10.5% | +16.0% |
| 6M | +15.4% | +15.3% | +0.1% | +10.2% |
| YTD | -0.5% | +16.5% | -17.0% | -5.4% |
| 1Y | -24.8% | +85.7% | -110.6% | -38.0% |
| All | +45.9% | +109.8% | -63.8% | +10.2% |
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