+303.2%
TEVA vs TPG
+74.1%
+229.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +2.0% | -9.4% | +11.4% | +5.0% |
| 30D | +1.0% | -5.3% | +6.2% | +2.3% |
| 3M | +7.3% | +12.9% | -5.6% | +2.4% |
| 6M | +21.7% | +20.1% | +1.6% | +13.3% |
| YTD | +18.8% | -22.5% | +41.3% | +26.6% |
| 1Y | +86.5% | -19.7% | +106.2% | +95.3% |
| 3Y | +269.4% | +81.2% | +188.2% | +165.7% |
| All | +303.2% | +74.1% | +229.0% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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