+262.1%
TEVA vs TMF
-44.0%
+306.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.1% |
| 7D | -0.7% | -4.8% | +4.0% | -0.4% |
| 30D | -0.4% | -4.9% | +4.5% | 0.0% |
| 3M | +8.2% | -13.4% | +21.7% | +9.3% |
| 6M | +15.3% | -23.0% | +38.4% | +17.3% |
| YTD | +16.5% | -20.2% | +36.7% | +18.2% |
| 1Y | +85.7% | -26.5% | +112.2% | +89.2% |
| All | +262.1% | -44.0% | +306.1% | +259.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling