+67.3%
TEVA vs TCOM
+2,557.8%
-2,490.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +2.0% | -4.9% | +6.9% | +2.7% |
| 30D | +1.0% | -14.4% | +15.3% | +3.0% |
| 3M | +7.3% | -17.7% | +25.0% | +9.9% |
| 6M | +21.7% | -25.1% | +46.8% | +26.1% |
| YTD | +18.8% | -45.7% | +64.6% | +27.9% |
| 1Y | +86.5% | -47.9% | +134.3% | +101.7% |
| 3Y | +269.4% | +8.9% | +260.5% | +255.7% |
| 5Y | +303.6% | +26.9% | +276.7% | +266.5% |
| 10Y | -22.9% | -11.2% | -11.8% | -29.2% |
| All | +67.3% | +2,557.8% | -2,490.5% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling