+269.4%
TEVA vs TECH
+1.2%
+268.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +7.3% | +33.7% | -26.3% | +1.8% |
| 6M | +21.7% | +34.9% | -13.2% | +14.3% |
| YTD | +18.8% | +23.2% | -4.3% | +13.1% |
| 1Y | +86.5% | +36.3% | +50.2% | +72.1% |
| 3Y | +269.4% | +2.3% | +267.2% | +293.2% |
| All | +269.4% | +1.2% | +268.2% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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