-25.0%
TEVA vs RMD
+274.3%
-299.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +2.0% | -4.4% | +6.4% | +3.3% |
| 30D | +1.0% | -3.1% | +4.1% | +1.8% |
| 3M | +7.3% | +13.8% | -6.5% | +3.3% |
| 6M | +21.7% | -8.6% | +30.3% | +24.1% |
| YTD | +18.8% | -8.6% | +27.5% | +20.9% |
| 1Y | +86.5% | -19.7% | +106.2% | +96.4% |
| 3Y | +269.4% | +48.4% | +221.0% | +216.4% |
| 5Y | +303.6% | -22.7% | +326.3% | +311.7% |
| All | -25.0% | +274.3% | -299.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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