+0.9%
TEVA vs TMF
-68.9%
+69.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.6% | +1.0% | +0.6% | +1.7% |
| 30D | +4.0% | -1.8% | +5.8% | +3.8% |
| 3M | +10.5% | -8.2% | +18.8% | +9.5% |
| 6M | +18.4% | -19.5% | +37.9% | +15.6% |
| YTD | +17.8% | -16.0% | +33.7% | +15.7% |
| 1Y | +90.5% | -22.5% | +113.0% | +85.5% |
| 3Y | +282.1% | -42.3% | +324.4% | +264.6% |
| 5Y | +291.9% | -87.7% | +379.6% | +205.1% |
| 10Y | -24.9% | -86.5% | +61.6% | -36.0% |
| All | +0.9% | -68.9% | +69.8% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling