-2.0%
TLT vs TEVA
+280.8%
-282.8%
-14.8%
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 | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | -1.1% | +1.0% | -2.1% | -1.2% |
| 3M | -4.9% | +7.3% | -12.2% | -5.0% |
| 6M | -5.0% | +21.7% | -26.7% | -5.5% |
| YTD | -4.4% | +18.8% | -23.2% | -4.8% |
| 1Y | -6.4% | +86.5% | -92.9% | -7.6% |
| 3Y | -2.0% | +269.4% | -271.4% | -9.4% |
| All | -2.0% | +280.8% | -282.8% | -9.4% |
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