+94.0%
TFC vs TEVA
+280.8%
-186.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | -3.4% | +1.0% | -4.3% | -3.5% |
| 3M | +0.4% | +7.3% | -6.9% | -0.7% |
| 6M | +12.7% | +21.7% | -9.0% | +9.2% |
| YTD | +5.6% | +18.8% | -13.3% | +2.6% |
| 1Y | +16.0% | +86.5% | -70.5% | +6.3% |
| 3Y | +94.0% | +269.4% | -175.4% | +39.2% |
| All | +94.0% | +280.8% | -186.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling