+5,893.7%
TEVA vs TRMB
+3,227.2%
+2,666.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.7% | -5.4% | +4.7% | -0.1% |
| 30D | -0.4% | -2.0% | +1.6% | -0.2% |
| 3M | +8.2% | +12.3% | -4.1% | +6.5% |
| 6M | +15.3% | -17.6% | +32.9% | +17.8% |
| YTD | +16.5% | -27.5% | +43.9% | +20.7% |
| 1Y | +85.7% | -29.1% | +114.8% | +92.9% |
| 3Y | +277.9% | +11.5% | +266.4% | +268.8% |
| 5Y | +295.5% | -39.5% | +335.0% | +312.1% |
| 10Y | -24.5% | +118.6% | -143.1% | -31.0% |
| All | +5,893.7% | +3,227.2% | +2,666.5% | +4,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling