+104.5%
TEVA vs SPG
+34.3%
+70.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.1% |
| 7D | +4.7% | +8.2% | -3.5% | +1.9% |
| 30D | +5.5% | +13.5% | -7.9% | +1.0% |
| 3M | +21.6% | +2.2% | +19.3% | +21.0% |
| 6M | +18.4% | +15.9% | +2.5% | +11.8% |
| YTD | +34.1% | +27.6% | +6.5% | +24.8% |
| 1Y | +104.5% | +30.9% | +73.6% | +90.3% |
| All | +104.5% | +34.3% | +70.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling