-26.5%
TEVA vs ACWI
+230.9%
-257.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.4% |
| 7D | -0.7% | -1.9% | +1.2% | +1.4% |
| 30D | -0.4% | -1.3% | +0.9% | +1.1% |
| 3M | +8.2% | +5.0% | +3.3% | +1.9% |
| 6M | +15.3% | +11.7% | +3.6% | +1.0% |
| YTD | +16.5% | +13.0% | +3.5% | +0.6% |
| 1Y | +85.7% | +19.2% | +66.5% | +51.0% |
| 3Y | +277.9% | +75.0% | +202.8% | +95.8% |
| 5Y | +295.5% | +67.1% | +228.5% | +116.0% |
| All | -26.5% | +230.9% | -257.3% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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