+14,709.9%
TER vs TEVA
+6,895.5%
+7,814.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.2% |
| 7D | +9.4% | -0.7% | +10.1% | +9.6% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | +6.5% | +8.2% | -1.7% | +3.7% |
| 6M | +23.2% | +15.3% | +7.9% | +16.5% |
| YTD | +91.5% | +16.5% | +75.0% | +80.8% |
| 1Y | +214.8% | +85.7% | +129.1% | +160.7% |
| 3Y | +275.3% | +277.9% | -2.5% | +145.2% |
| 5Y | +211.9% | +295.5% | -83.6% | +92.7% |
| 10Y | +1,825.5% | -24.5% | +1,849.9% | +1,535.6% |
| All | +14,709.9% | +6,895.5% | +7,814.4% | +6,106.3% |
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