+438.3%
TEVA vs TSLQ
-97.2%
+535.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.0% |
| 7D | +2.0% | -6.6% | +8.6% | +1.5% |
| 30D | +1.0% | -24.3% | +25.3% | -0.7% |
| 3M | +7.3% | -3.6% | +10.9% | +8.2% |
| 6M | +21.7% | -12.0% | +33.7% | +22.9% |
| YTD | +18.8% | +1.4% | +17.5% | +21.8% |
| 1Y | +86.5% | -43.6% | +130.0% | +85.1% |
| 3Y | +269.4% | -95.4% | +364.8% | +251.7% |
| All | +438.3% | -97.2% | +535.5% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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