+269.4%
TEVA vs TCOM
+8.0%
+261.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +2.0% | -4.9% | +6.9% | +2.8% |
| 30D | +1.0% | -14.4% | +15.3% | +3.3% |
| 3M | +7.3% | -17.7% | +25.0% | +10.3% |
| 6M | +21.7% | -25.1% | +46.8% | +26.8% |
| YTD | +18.8% | -45.7% | +64.6% | +28.9% |
| 1Y | +86.5% | -47.9% | +134.3% | +103.2% |
| 3Y | +269.4% | +8.9% | +260.5% | +246.7% |
| All | +269.4% | +8.0% | +261.4% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling