+995.7%
TEVA vs TD
+7,835.7%
-6,840.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +2.0% | -0.5% | +2.6% | +2.2% |
| 30D | +1.0% | -1.9% | +2.9% | +1.5% |
| 3M | +7.3% | +4.8% | +2.6% | +5.3% |
| 6M | +21.7% | +28.0% | -6.3% | +11.4% |
| YTD | +18.8% | +30.3% | -11.5% | +8.0% |
| 1Y | +86.5% | +59.8% | +26.7% | +58.0% |
| 3Y | +269.4% | +124.7% | +144.7% | +176.6% |
| 5Y | +303.6% | +127.0% | +176.6% | +202.0% |
| 10Y | -22.9% | +303.2% | -326.1% | -50.7% |
| All | +995.7% | +7,835.7% | -6,840.0% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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