+6,844.0%
TEVA vs TAP
+778.9%
+6,065.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -1.7% | -5.1% | +3.4% | -0.9% |
| 30D | +2.0% | -8.4% | +10.4% | +3.4% |
| 3M | +7.0% | -3.9% | +10.9% | +7.4% |
| 6M | +17.0% | -14.4% | +31.4% | +19.6% |
| YTD | +18.1% | -14.7% | +32.8% | +20.6% |
| 1Y | +87.2% | -18.7% | +105.9% | +92.5% |
| 3Y | +283.1% | -32.6% | +315.7% | +303.1% |
| 5Y | +298.4% | -1.4% | +299.8% | +290.4% |
| 10Y | -23.4% | -50.4% | +27.0% | -19.0% |
| All | +6,844.0% | +778.9% | +6,065.1% | +5,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling