+295.5%
TEVA vs TMF
-88.5%
+384.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.4% |
| 7D | -0.7% | -4.8% | +4.0% | -0.7% |
| 30D | -0.4% | -4.9% | +4.5% | -0.4% |
| 3M | +8.2% | -13.4% | +21.7% | +8.2% |
| 6M | +15.3% | -23.0% | +38.4% | +15.3% |
| YTD | +16.5% | -20.2% | +36.7% | +16.5% |
| 1Y | +85.7% | -26.5% | +112.2% | +85.6% |
| 3Y | +277.9% | -45.2% | +323.0% | +275.0% |
| 5Y | +295.5% | -88.4% | +384.0% | +207.7% |
| All | +295.5% | -88.5% | +384.1% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling