+6,749.8%
TEVA vs TSN
+910.5%
+5,839.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | -0.4% | -6.2% | +5.8% | +0.7% |
| 3M | +8.2% | -5.7% | +13.9% | +9.1% |
| 6M | +15.3% | -11.4% | +26.7% | +17.3% |
| YTD | +16.5% | -8.2% | +24.6% | +17.7% |
| 1Y | +85.7% | -2.0% | +87.8% | +85.6% |
| 3Y | +277.9% | +11.9% | +266.0% | +266.9% |
| 5Y | +295.5% | -17.8% | +313.3% | +302.4% |
| 10Y | -24.5% | -5.7% | -18.8% | -26.2% |
| All | +6,749.8% | +910.5% | +5,839.3% | +3,998.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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