-25.0%
TEVA vs TAP
-49.9%
+24.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.6% |
| 7D | +2.0% | -3.9% | +5.9% | +3.4% |
| 30D | +1.0% | -5.3% | +6.2% | +2.8% |
| 3M | +7.3% | -3.8% | +11.1% | +8.2% |
| 6M | +21.7% | -11.4% | +33.1% | +26.0% |
| YTD | +18.8% | -13.7% | +32.6% | +23.5% |
| 1Y | +86.5% | -17.2% | +103.7% | +96.1% |
| 3Y | +269.4% | -33.1% | +302.5% | +312.2% |
| 5Y | +303.6% | +0.8% | +302.8% | +264.2% |
| All | -25.0% | -49.9% | +24.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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