+1,851.9%
TER vs TEVA
-22.9%
+1,874.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +2.1% |
| 7D | +6.4% | +2.0% | +4.3% | +5.9% |
| 30D | -5.7% | +1.0% | -6.6% | -5.9% |
| 3M | -0.4% | +7.3% | -7.7% | -2.5% |
| 6M | +25.8% | +21.7% | +4.1% | +18.5% |
| YTD | +96.4% | +18.8% | +77.6% | +86.3% |
| 1Y | +229.2% | +86.5% | +142.8% | +180.1% |
| 3Y | +288.1% | +269.4% | +18.7% | +172.7% |
| 5Y | +219.9% | +303.6% | -83.7% | +112.7% |
| All | +1,851.9% | -22.9% | +1,874.9% | +1,350.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling