+69.8%
TEVA vs TRI
-16.8%
+86.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.7% |
| 30D | +6.8% | +20.4% | -13.6% | +6.2% |
| 3M | +20.3% | +20.6% | -0.2% | +19.5% |
| 6M | +16.5% | +25.5% | -9.0% | +15.7% |
| YTD | +33.9% | -7.1% | +40.9% | +46.0% |
| 1Y | +69.8% | -14.7% | +84.5% | +93.3% |
| All | +69.8% | -16.8% | +86.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling