-25.0%
TEVA vs TMF
-86.4%
+61.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -5.1% | +7.1% | +1.4% |
| 30D | +1.0% | -4.6% | +5.5% | +0.4% |
| 3M | +7.3% | -16.6% | +23.9% | +5.1% |
| 6M | +21.7% | -19.9% | +41.6% | +18.6% |
| YTD | +18.8% | -20.2% | +39.0% | +15.8% |
| 1Y | +86.5% | -27.7% | +114.2% | +79.6% |
| 3Y | +269.4% | -43.9% | +313.3% | +248.6% |
| 5Y | +303.6% | -88.4% | +392.0% | +175.0% |
| All | -25.0% | -86.4% | +61.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling