+269.4%
TEVA vs FTV
-5.2%
+274.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +2.0% | -4.0% | +6.0% | +3.2% |
| 30D | +1.0% | -11.0% | +12.0% | +4.3% |
| 3M | +7.3% | -8.4% | +15.7% | +9.2% |
| 6M | +21.7% | -2.6% | +24.3% | +21.2% |
| YTD | +18.8% | -0.6% | +19.5% | +16.8% |
| 1Y | +86.5% | +11.0% | +75.5% | +75.3% |
| 3Y | +269.4% | -6.3% | +275.8% | +264.7% |
| All | +269.4% | -5.2% | +274.6% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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