+288.1%
TER vs TEVA
+280.8%
+7.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.2% |
| 6M | +25.8% | +21.7% | +4.1% | +18.6% |
| YTD | +96.4% | +18.8% | +77.6% | +86.8% |
| 1Y | +229.2% | +86.5% | +142.8% | +180.4% |
| 3Y | +288.1% | +269.4% | +18.7% | +188.6% |
| All | +288.1% | +280.8% | +7.3% | +188.6% |
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