+104.5%
TEVA vs TW
+20.8%
+83.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.2% |
| 7D | +4.7% | +6.0% | -1.3% | +4.4% |
| 30D | +5.5% | +18.6% | -13.0% | +4.4% |
| 3M | +21.6% | +26.5% | -5.0% | +19.5% |
| 6M | +18.4% | +13.1% | +5.3% | +17.2% |
| YTD | +34.1% | +18.5% | +15.6% | +34.8% |
| 1Y | +104.5% | +21.7% | +82.8% | +106.7% |
| All | +104.5% | +20.8% | +83.8% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling