+353.4%
TEVA vs TXG
+27.0%
+326.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.6% |
| 7D | +2.0% | +9.5% | -7.5% | +0.8% |
| 30D | +1.0% | +18.8% | -17.8% | -1.4% |
| 3M | +7.3% | +136.1% | -128.8% | -5.0% |
| 6M | +21.7% | +235.2% | -213.5% | +2.0% |
| YTD | +18.8% | +320.5% | -301.7% | -4.0% |
| 1Y | +86.5% | +425.2% | -338.7% | +44.1% |
| 3Y | +269.4% | +42.9% | +226.5% | +228.0% |
| 5Y | +303.6% | -62.8% | +366.4% | +305.5% |
| All | +353.4% | +27.0% | +326.4% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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