+211.1%
TEVA vs TRI
+509.5%
-298.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.6% |
| 7D | +2.0% | -7.9% | +9.9% | +4.1% |
| 30D | +1.0% | -4.5% | +5.5% | +1.7% |
| 3M | +7.3% | +22.1% | -14.8% | +0.2% |
| 6M | +21.7% | -2.8% | +24.5% | +20.1% |
| YTD | +18.8% | -23.4% | +42.3% | +24.0% |
| 1Y | +86.5% | -41.5% | +128.0% | +110.4% |
| 3Y | +269.4% | -19.2% | +288.6% | +271.5% |
| 5Y | +303.6% | -9.4% | +313.0% | +289.8% |
| 10Y | -22.9% | +195.6% | -218.5% | -46.8% |
| All | +211.1% | +509.5% | -298.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling