+144.2%
TEVA vs TW
+206.7%
-62.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +2.0% | -4.5% | +6.5% | +3.4% |
| 30D | +1.0% | -2.3% | +3.2% | +1.4% |
| 3M | +7.3% | +2.6% | +4.7% | +5.7% |
| 6M | +21.7% | -17.5% | +39.3% | +28.0% |
| YTD | +18.8% | -5.3% | +24.1% | +19.0% |
| 1Y | +86.5% | -14.8% | +101.2% | +92.9% |
| 3Y | +269.4% | +18.8% | +250.6% | +235.6% |
| 5Y | +303.6% | +20.7% | +282.9% | +254.0% |
| All | +144.2% | +206.7% | -62.5% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling