-25.0%
TEVA vs NYT
+489.9%
-514.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.9% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | +1.0% | +4.6% | -3.6% | -0.5% |
| 3M | +7.3% | -9.6% | +16.9% | +10.1% |
| 6M | +21.7% | -14.0% | +35.7% | +26.4% |
| YTD | +18.8% | -2.8% | +21.7% | +18.3% |
| 1Y | +86.5% | +15.6% | +70.9% | +74.9% |
| 3Y | +269.4% | +56.3% | +213.1% | +202.2% |
| 5Y | +303.6% | +39.5% | +264.1% | +231.5% |
| All | -25.0% | +489.9% | -514.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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