-12.7%
TEVA vs STLA
+246.1%
-258.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +2.0% | -5.2% | +7.2% | +2.9% |
| 3M | +7.0% | -24.9% | +31.8% | +13.1% |
| 6M | +17.0% | -25.2% | +42.2% | +23.4% |
| YTD | +18.1% | -51.4% | +69.5% | +34.7% |
| 1Y | +87.2% | -40.7% | +127.9% | +103.4% |
| 3Y | +283.1% | -66.3% | +349.3% | +355.5% |
| 5Y | +298.4% | -63.2% | +361.6% | +357.4% |
| 10Y | -23.4% | +48.7% | -72.2% | -28.5% |
| All | -12.7% | +246.1% | -258.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling