-25.0%
TEVA vs DTE
+137.8%
-162.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.5% |
| 7D | +2.0% | -2.6% | +4.6% | +3.0% |
| 30D | +1.0% | -4.4% | +5.4% | +2.6% |
| 3M | +7.3% | -8.3% | +15.7% | +10.5% |
| 6M | +21.7% | -8.1% | +29.8% | +24.9% |
| YTD | +18.8% | +4.4% | +14.4% | +16.0% |
| 1Y | +86.5% | +0.2% | +86.3% | +84.9% |
| 3Y | +269.4% | +42.6% | +226.8% | +214.2% |
| 5Y | +303.6% | +31.5% | +272.1% | +252.8% |
| All | -25.0% | +137.8% | -162.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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