-32.4%
TEVA vs TRU
+228.8%
-261.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.7% |
| 7D | +2.0% | -2.7% | +4.7% | +2.9% |
| 30D | +1.0% | -2.0% | +3.0% | +1.4% |
| 3M | +7.3% | +18.4% | -11.1% | +0.8% |
| 6M | +21.7% | +8.9% | +12.9% | +16.9% |
| YTD | +18.8% | -8.9% | +27.8% | +19.6% |
| 1Y | +86.5% | -15.9% | +102.3% | +91.7% |
| 3Y | +269.4% | -1.1% | +270.5% | +241.0% |
| 5Y | +303.6% | -35.2% | +338.8% | +327.0% |
| 10Y | -22.9% | +145.3% | -168.2% | -47.9% |
| All | -32.4% | +228.8% | -261.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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