+299.2%
TEVA vs DTE
+30.3%
+269.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.4% |
| 7D | +2.0% | -2.6% | +4.6% | +2.8% |
| 30D | +1.0% | -4.4% | +5.4% | +2.3% |
| 3M | +7.3% | -8.3% | +15.7% | +9.9% |
| 6M | +21.7% | -8.1% | +29.8% | +24.3% |
| YTD | +18.8% | +4.4% | +14.4% | +16.2% |
| 1Y | +86.5% | +0.2% | +86.3% | +84.8% |
| 3Y | +269.4% | +42.6% | +226.8% | +218.4% |
| All | +299.2% | +30.3% | +269.0% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling