+299.2%
TEVA vs TRMB
-39.0%
+338.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | +2.0% | -3.0% | +5.1% | +3.1% |
| 30D | +1.0% | +2.3% | -1.4% | 0.0% |
| 3M | +7.3% | +15.3% | -8.0% | +1.6% |
| 6M | +21.7% | -14.7% | +36.4% | +27.5% |
| YTD | +18.8% | -26.4% | +45.2% | +30.8% |
| 1Y | +86.5% | -30.4% | +116.9% | +109.0% |
| 3Y | +269.4% | +13.5% | +255.9% | +234.1% |
| All | +299.2% | -39.0% | +338.2% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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