+41.8%
TGT vs TEVA
+280.8%
-239.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.2% |
| 7D | -5.2% | +2.0% | -7.2% | -5.5% |
| 30D | +1.2% | +1.0% | +0.2% | +1.0% |
| 3M | +18.4% | +7.3% | +11.1% | +17.1% |
| 6M | +33.4% | +21.7% | +11.7% | +29.6% |
| YTD | +63.8% | +18.8% | +45.0% | +59.3% |
| 1Y | +77.2% | +86.5% | -9.3% | +61.7% |
| 3Y | +41.8% | +269.4% | -227.6% | +10.7% |
| All | +41.8% | +280.8% | -239.0% | +10.7% |
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